DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 08/28/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 25,277
COMMITMENTS
2,598 13,017 1,614 20,840 10,509 25,052 25,140 225 137
CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 4,744)
156 3,777 65 4,608 1,044 4,829 4,886 -85 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 51.5 6.4 82.4 41.6 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
5 7 5 14 13 22 23
Updated August 31, 2012