DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| 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: 40,438
COMMITMENTS
2,166 4,997 3,412 34,860 31,963 40,438 40,372 0 66
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 573)
-686 -501 189 1,084 884 587 572 -14 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 12.4 8.4 86.2 79.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 8 9 11 20 21 34
Updated November 8, 2013