DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 10/09/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 39,104
COMMITMENTS
2,082 19,557 2,162 34,548 17,183 38,792 38,902 312 202
CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,975)
763 1,814 -215 3,395 2,395 3,943 3,994 32 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 50.0 5.5 88.3 43.9 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 6 18 16 26 31
Updated October 12, 2012