DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/12 |
--------------------------------------------------------------| 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: 42,550
COMMITMENTS
967 19,661 2,267 37,087 19,212 40,321 41,140 2,229 1,410
CHANGES FROM 10/09/12 (CHANGE IN OPEN INTEREST: 3,446)
-1,115 104 105 2,539 2,029 1,529 2,238 1,917 1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 46.2 5.3 87.2 45.2 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 12 7 18 19 26 34
Updated June 29, 2007