DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 |
--------------------------------------------------------------| 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: 37,550
COMMITMENTS
1,124 20,661 1,937 33,355 13,503 36,416 36,101 1,134 1,449
CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,360)
-652 1,508 -282 -3,912 -6,143 -4,846 -4,917 486 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 55.0 5.2 88.8 36.0 97.0 96.1 3.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 13 6 20 21 28 36
Updated November 9, 2012