DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| 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: 43,785
COMMITMENTS
2,019 5,655 1,247 39,745 36,596 43,011 43,498 774 287
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -5,745)
-1,357 -567 -198 -4,863 -4,997 -6,418 -5,762 673 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 12.9 2.8 90.8 83.6 98.2 99.3 1.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 5 18 19 25 28
Updated March 7, 2014