DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| 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: 26,184
COMMITMENTS
3,841 3,022 2,201 19,986 20,505 26,028 25,728 156 456
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -8,753)
1,242 -1,124 -669 -9,420 -7,342 -8,847 -9,135 94 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.5 8.4 76.3 78.3 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 6 4 15 17 24 27
Updated October 25, 2013