DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T FUTURES ONLY POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 37,020 COMMITMENTS 3,268 18,661 1,885 30,851 15,501 36,004 36,047 1,016 973 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 7,301) -236 -610 608 6,085 6,483 6,457 6,481 844 820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 50.4 5.1 83.3 41.9 97.3 97.4 2.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 8 7 5 16 15 26 25
Updated September 21, 2012