DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 41,910
COMMITMENTS
1,776 19,153 2,219 37,267 19,646 41,262 41,018 648 892
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -186)
-322 1,251 206 1,423 -149 1,307 1,308 -1,493 -1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 45.7 5.3 88.9 46.9 98.5 97.9 1.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 12 7 20 21 28 38
Updated November 2, 2012