DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/12 |
--------------------------------------------------------------| 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: 43,458
COMMITMENTS
874 11,787 1,882 39,452 28,918 42,208 42,587 1,250 871
CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 3,066)
-289 1,939 -357 3,163 1,293 2,517 2,875 549 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 27.1 4.3 90.8 66.5 97.1 98.0 2.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 6 21 23 29 36
Updated December 5, 2012