DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 |
--------------------------------------------------------------| 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: 20,533
COMMITMENTS
2,442 9,240 1,549 16,232 9,465 20,223 20,254 310 279
CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,495)
-478 1,467 357 2,166 156 2,045 1,980 -550 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 45.0 7.5 79.1 46.1 98.5 98.6 1.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
6 5 5 15 12 23 21
Updated August 24, 2012