DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| 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: 54,731
COMMITMENTS
1,312 6,005 4,346 48,769 44,125 54,427 54,476 304 255
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 2,962)
-71 946 79 2,982 1,916 2,990 2,941 -28 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 11.0 7.9 89.1 80.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 9 9 16 22 26 37
Updated December 30, 2013