DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 12/04/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 39,408
COMMITMENTS
1,039 11,399 1,292 36,247 25,898 38,578 38,589 830 819
CHANGES FROM 11/27/12 (CHANGE IN OPEN INTEREST: -4,050)
165 -388 -590 -3,205 -3,020 -3,630 -3,998 -420 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 28.9 3.3 92.0 65.7 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 9 5 21 21 30 34
Updated December 7, 2012