DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12 |
--------------------------------------------------------------| 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: 40,631
COMMITMENTS
3,387 18,833 2,546 34,483 19,066 40,416 40,445 215 186
CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 3,611)
119 172 661 3,632 3,565 4,412 4,398 -801 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 46.4 6.3 84.9 46.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 7 6 19 18 29 29
Updated September 28, 2012