DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, September 25, 2012
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: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
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: : (CONTRACTS OF $5,000,000) :
: : :
All : 40,631: 3,387 18,833 2,546 34,483 19,066 40,416 40,445: 215 186
Old : 40,631: 3,387 18,833 2,546 34,483 19,066 40,416 40,445: 215 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2012 :
: 3,611: 119 172 661 3,632 3,565 4,412 4,398: -801 -787
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 46.4 6.3 84.9 46.9 99.5 99.5: 0.5 0.5
Old : 100.0: 8.3 46.4 6.3 84.9 46.9 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 7 7 6 19 18 29 29:
Old : 36: 7 7 6 19 18 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 57.9 81.7 79.4 48.1 56.1 61.0 67.0
Old : 61.9 57.9 81.7 79.4 48.1 56.1 61.0 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2012