DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| 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: 57,306
COMMITMENTS
2,586 4,070 4,971 49,735 48,260 57,292 57,301 14 5
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 10,339)
468 -875 1,325 8,555 9,979 10,348 10,429 -9 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.1 8.7 86.8 84.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 8 11 12 21 24 36
Updated November 22, 2013