DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 51,755
COMMITMENTS
3,649 12,625 4,225 43,081 34,111 50,955 50,961 800 794
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -1,498)
104 787 756 -2,519 -3,267 -1,659 -1,724 161 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 24.4 8.2 83.2 65.9 98.5 98.5 1.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 8 9 23 19 36 31
Updated January 15, 2013