DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, December 24, 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 : 51,857: 3,520 11,667 3,818 43,989 35,948 51,327 51,433: 530 424
Old : 51,857: 3,520 11,667 3,818 43,989 35,948 51,327 51,433: 530 424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2012 :
: 1,372: 245 -3,639 -25 1,354 5,124 1,574 1,460: -202 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 22.5 7.4 84.8 69.3 99.0 99.2: 1.0 0.8
Old : 100.0: 6.8 22.5 7.4 84.8 69.3 99.0 99.2: 1.0 0.8
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 : 47: 8 10 7 21 22 34 35:
Old : 47: 8 10 7 21 22 34 35:
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 : 46.3 48.3 69.5 68.3 41.0 45.0 60.1 61.6
Old : 46.3 48.3 69.5 68.3 41.0 45.0 60.1 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2012