DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/12/13 |
--------------------------------------------------------------| 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: 52,174
COMMITMENTS
1,893 6,215 1,708 47,176 42,680 50,777 50,603 1,397 1,571
CHANGES FROM 03/05/13 (CHANGE IN OPEN INTEREST: 1,138)
355 -2,934 63 700 4,056 1,118 1,185 20 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 11.9 3.3 90.4 81.8 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 9 7 23 23 32 34
Updated March 15, 2013