DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| 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: 46,717
COMMITMENTS
3,107 4,785 2,822 40,748 39,070 46,677 46,677 40 40
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 8,701)
602 891 -116 8,195 7,986 8,681 8,761 20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 10.2 6.0 87.2 83.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 6 21 23 30 32
Updated February 14, 2014