DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 57,306 COMMITMENTS 2,586 4,070 4,971 49,735 48,260 57,292 57,301 14 5 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 10,339) 468 -875 1,325 8,555 9,979 10,348 10,429 -9 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 7.1 8.7 86.8 84.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 8 11 12 21 24 36
Updated November 22, 2013