DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| 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: 46,096
COMMITMENTS
952 7,848 2,513 41,841 34,688 45,306 45,049 790 1,047
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -2,196)
-1,674 -6,297 826 -1,530 2,751 -2,378 -2,720 182 524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 17.0 5.5 90.8 75.3 98.3 97.7 1.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 7 8 23 21 32 31
Updated February 1, 2013