DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 |
--------------------------------------------------------------| 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: 40,079
COMMITMENTS
1,591 22,933 2,265 35,843 14,516 39,699 39,714 380 365
CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 2,529)
467 2,272 328 2,488 1,013 3,283 3,613 -754 -1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 57.2 5.7 89.4 36.2 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 12 7 22 21 31 37
Updated November 16, 2012