DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12 |
--------------------------------------------------------------| 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: 37,020
COMMITMENTS
3,268 18,661 1,885 30,851 15,501 36,004 36,047 1,016 973
CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 7,301)
-236 -610 608 6,085 6,483 6,457 6,481 844 820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 50.4 5.1 83.3 41.9 97.3 97.4 2.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 7 5 16 15 26 25
Updated September 21, 2012