DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T Commitments of Traders - Futures Only, November 5, 2013 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF $5,000,000) : : : : All : 40,438: 2,166 4,997 3,412 34,860 31,963 40,438 40,372: 0 66 Old : 40,438: 2,166 4,997 3,412 34,860 31,963 40,438 40,372: 0 66 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 29, 2013 : : 573: -686 -501 189 1,084 884 587 572: -14 1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 12.4 8.4 86.2 79.0 100.0 99.8: 0.0 0.2 Old : 100.0: 5.4 12.4 8.4 86.2 79.0 100.0 99.8: 0.0 0.2 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: 5 8 9 11 20 21 34: Old : 36: 5 8 9 11 20 21 34: 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 : 81.6 50.4 92.4 67.2 79.1 47.2 84.0 63.9 Old : 81.6 50.4 92.4 67.2 79.1 47.2 84.0 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 8, 2013