DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 |
--------------------------------------------------------------| 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: 25,762
COMMITMENTS
2,824 16,011 1,407 21,202 8,110 25,433 25,528 329 234
CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 485)
226 2,994 -207 362 -2,399 381 388 104 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 62.1 5.5 82.3 31.5 98.7 99.1 1.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 5 4 14 13 23 21
Updated September 4, 2012