DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 |
--------------------------------------------------------------| 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: 42,096
COMMITMENTS
2,098 17,902 2,013 35,844 19,795 39,955 39,710 2,141 2,386
CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -454)
1,131 -1,759 -254 -1,243 583 -366 -1,430 -88 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 42.5 4.8 85.1 47.0 94.9 94.3 5.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 11 7 19 20 27 36
Updated October 26, 2012