DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
Commitments of Traders - Futures Only, August 13, 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 : 40,863: 2,688 5,868 2,556 35,595 32,368 40,839 40,792: 24 71
Old : 40,863: 2,688 5,868 2,556 35,595 32,368 40,839 40,792: 24 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 9,632: 569 21 417 8,663 9,189 9,649 9,627: -17 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 14.4 6.3 87.1 79.2 99.9 99.8: 0.1 0.2
Old : 100.0: 6.6 14.4 6.3 87.1 79.2 99.9 99.8: 0.1 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 : 40: 8 8 7 18 17 29 29:
Old : 40: 8 8 7 18 17 29 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 : 58.6 56.1 75.4 75.6 35.1 35.3 46.6 45.4
Old : 58.6 56.1 75.4 75.6 35.1 35.3 46.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2013