DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| 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: 44,868
COMMITMENTS
1,768 3,802 4,252 38,555 36,511 44,575 44,565 293 303
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -19,055)
-895 -932 -570 -17,881 -17,851 -19,346 -19,353 291 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.5 9.5 85.9 81.4 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 9 8 13 22 23 35
Updated December 6, 2013