DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/12 |
--------------------------------------------------------------| 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: 41,910
COMMITMENTS
1,776 19,153 2,219 37,267 19,646 41,262 41,018 648 892
CHANGES FROM 10/23/12 (CHANGE IN OPEN INTEREST: -186)
-322 1,251 206 1,423 -149 1,307 1,308 -1,493 -1,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 45.7 5.3 88.9 46.9 98.5 97.9 1.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 12 7 20 21 28 38
Updated November 2, 2012