DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF $5,000,000) OPEN INTEREST: 39,104
COMMITMENTS
2,082 19,557 2,162 34,548 17,183 38,792 38,902 312 202
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,975)
763 1,814 -215 3,395 2,395 3,943 3,994 32 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 50.0 5.5 88.3 43.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 6 18 16 26 31
Updated October 12, 2012