DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, July 16, 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 : 34,656: 2,858 6,332 2,116 28,992 25,624 33,966 34,072: 690 584
Old : 34,656: 2,858 6,332 2,116 28,992 25,624 33,966 34,072: 690 584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2013 :
: 513: -2 1,682 -356 1,747 221 1,389 1,547: -876 -1,034
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 18.3 6.1 83.7 73.9 98.0 98.3: 2.0 1.7
Old : 100.0: 8.2 18.3 6.1 83.7 73.9 98.0 98.3: 2.0 1.7
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: 9 7 5 20 19 31 29:
Old : 41: 9 7 5 20 19 31 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 : 53.0 36.7 72.9 60.9 40.9 34.2 55.4 48.6
Old : 53.0 36.7 72.9 60.9 40.9 34.2 55.4 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 19, 2013