DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| 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: 52,619
COMMITMENTS
1,297 6,207 1,597 47,953 42,913 50,847 50,717 1,772 1,902
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 445)
-596 -8 -111 777 233 70 114 375 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 11.8 3.0 91.1 81.6 96.6 96.4 3.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 9 7 23 23 32 34
Updated March 22, 2013