DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| 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: 33,544
COMMITMENTS
1,716 4,507 2,435 29,321 26,514 33,472 33,456 72 88
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 2,010)
-407 953 396 2,021 661 2,010 2,010 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 13.4 7.3 87.4 79.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 10 7 15 16 25 29
Updated September 13, 2013