DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 32,853
COMMITMENTS
3,194 4,054 1,916 27,710 26,850 32,820 32,820 33 33
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 4,328)
115 1,413 -111 4,374 3,017 4,378 4,319 -50 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 12.3 5.8 84.3 81.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 6 5 18 20 27 30
Updated October 30, 2013