DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| 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: 56,850
COMMITMENTS
1,082 6,556 4,256 50,040 44,578 55,378 55,390 1,472 1,460
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 2,119)
-230 551 -90 1,271 453 951 914 1,168 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.5 7.5 88.0 78.4 97.4 97.4 2.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 9 9 16 22 26 37
Updated January 6, 2014