DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12 |
--------------------------------------------------------------| 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: 29,719
COMMITMENTS
3,504 19,271 1,277 24,766 9,018 29,547 29,566 172 153
CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 3,957)
680 3,260 -130 3,564 908 4,114 4,038 -157 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 64.8 4.3 83.3 30.3 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 6 4 14 13 24 23
Updated September 14, 2012