DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, September 18, 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 : 37,020: 3,268 18,661 1,885 30,851 15,501 36,004 36,047: 1,016 973
Old : 37,020: 3,268 18,661 1,885 30,851 15,501 36,004 36,047: 1,016 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2012 :
: 7,301: -236 -610 608 6,085 6,483 6,457 6,481: 844 820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 50.4 5.1 83.3 41.9 97.3 97.4: 2.7 2.6
Old : 100.0: 8.8 50.4 5.1 83.3 41.9 97.3 97.4: 2.7 2.6
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 : 34: 8 7 5 16 15 26 25:
Old : 34: 8 7 5 16 15 26 25:
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 : 60.2 65.0 81.3 80.6 43.1 52.8 57.1 61.1
Old : 60.2 65.0 81.3 80.6 43.1 52.8 57.1 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2012