DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 51,857
COMMITMENTS
3,520 11,667 3,818 43,989 35,948 51,327 51,433 530 424
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,372)
245 -3,639 -25 1,354 5,124 1,574 1,460 -202 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 22.5 7.4 84.8 69.3 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 10 7 21 22 34 35
Updated December 28, 2012