DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 51,110
COMMITMENTS
1,949 5,993 3,768 45,379 41,144 51,096 50,905 14 205
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 195)
90 802 218 69 -786 377 234 -182 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 11.7 7.4 88.8 80.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 8 8 22 25 34 37
Updated June 28, 2013