DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12 |
--------------------------------------------------------------| 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: 35,129
COMMITMENTS
1,319 17,743 2,377 31,153 14,788 34,849 34,908 280 221
CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -5,502)
-2,068 -1,090 -169 -3,330 -4,278 -5,567 -5,537 65 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 50.5 6.8 88.7 42.1 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 9 6 18 14 26 27
Updated October 5, 2012