DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 39,865
COMMITMENTS
2,852 5,498 3,223 33,776 31,079 39,851 39,800 14 65
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 4,995)
876 -823 526 3,642 5,333 5,044 5,036 -49 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 13.8 8.1 84.7 78.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 8 8 16 20 27 33
Updated November 6, 2013