DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| 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: 46,720
COMMITMENTS
1,365 5,412 2,815 41,874 37,798 46,054 46,025 666 695
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -543)
399 116 -468 160 414 91 62 -634 -605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 11.6 6.0 89.6 80.9 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 7 5 19 21 27 30
Updated January 24, 2014