DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, October 23, 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 : 42,096: 2,098 17,902 2,013 35,844 19,795 39,955 39,710: 2,141 2,386
Old : 42,096: 2,098 17,902 2,013 35,844 19,795 39,955 39,710: 2,141 2,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2012 :
: -454: 1,131 -1,759 -254 -1,243 583 -366 -1,430: -88 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 42.5 4.8 85.1 47.0 94.9 94.3: 5.1 5.7
Old : 100.0: 5.0 42.5 4.8 85.1 47.0 94.9 94.3: 5.1 5.7
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 : 40: 5 11 7 19 20 27 36:
Old : 40: 5 11 7 19 20 27 36:
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 : 59.8 47.8 75.7 67.7 55.4 47.0 67.6 62.9
Old : 59.8 47.8 75.7 67.7 55.4 47.0 67.6 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2012