DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 19,038
COMMITMENTS
2,920 7,773 1,192 14,066 9,309 18,178 18,274 860 764
CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 4,235)
2,007 1,751 329 1,282 1,449 3,618 3,529 617 706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 40.8 6.3 73.9 48.9 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 5 5 11 12 19 21
Updated August 17, 2012