DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 48,476
COMMITMENTS
4,165 6,976 2,412 40,839 38,077 47,416 47,465 1,060 1,011
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 6,678)
628 796 61 6,479 6,509 7,168 7,366 -490 -688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 14.4 5.0 84.2 78.5 97.8 97.9 2.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 7 22 27 30 37
Updated February 15, 2013