DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| 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: 39,198
COMMITMENTS
2,364 5,422 2,742 34,008 30,903 39,114 39,067 84 131
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -1,665)
-324 -446 186 -1,587 -1,465 -1,725 -1,725 60 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 13.8 7.0 86.8 78.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 8 7 17 17 28 28
Updated August 23, 2013