DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 66,176 COMMITMENTS 825 13,573 2,211 63,040 50,232 66,076 66,016 100 160 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -13,154) -342 1,758 -913 -11,999 -13,979 -13,254 -13,134 100 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 20.5 3.3 95.3 75.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 9 5 15 20 21 30
Updated May 9, 2014