DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, April 23, 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 : 55,437: 3,133 5,347 2,363 47,172 47,354 52,668 55,064: 2,769 373
Old : 55,437: 3,133 5,347 2,363 47,172 47,354 52,668 55,064: 2,769 373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 16, 2013 :
: 1,959: 77 1,076 -133 -294 1,012 -350 1,955: 2,309 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 9.6 4.3 85.1 85.4 95.0 99.3: 5.0 0.7
Old : 100.0: 5.7 9.6 4.3 85.1 85.4 95.0 99.3: 5.0 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 : 41: 5 6 5 25 21 33 29:
Old : 41: 5 6 5 25 21 33 29:
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 : 39.1 55.9 61.9 72.4 39.1 48.3 58.7 61.3
Old : 39.1 55.9 61.9 72.4 39.1 48.3 58.7 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 26, 2013