DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 40,438
COMMITMENTS
2,166 4,997 3,412 34,860 31,963 40,438 40,372 0 66
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 573)
-686 -501 189 1,084 884 587 572 -14 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 12.4 8.4 86.2 79.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 8 9 11 20 21 34
Updated November 8, 2013