DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| 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: 48,292
COMMITMENTS
2,626 14,145 1,687 43,371 31,937 47,684 47,769 608 523
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -7,171)
903 433 -3,788 -4,150 -3,378 -7,035 -6,733 -136 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 29.3 3.5 89.8 66.1 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 9 7 24 21 34 32
Updated January 25, 2013