DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, April 16, 2013
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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 : 53,478: 3,056 4,271 2,496 47,466 46,342 53,018 53,109: 460 369
Old : 53,478: 3,056 4,271 2,496 47,466 46,342 53,018 53,109: 460 369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 9, 2013 :
: 1,751: 630 -128 330 2,339 3,423 3,299 3,625: -1,548 -1,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 8.0 4.7 88.8 86.7 99.1 99.3: 0.9 0.7
Old : 100.0: 5.7 8.0 4.7 88.8 86.7 99.1 99.3: 0.9 0.7
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 : 44: 6 6 5 25 23 33 32:
Old : 44: 6 6 5 25 23 33 32:
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 : 46.0 54.0 69.6 71.4 46.0 48.9 66.0 63.3
Old : 46.0 54.0 69.6 71.4 46.0 48.9 66.0 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 19, 2013