DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 |
--------------------------------------------------------------| 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: 40,392
COMMITMENTS
1,163 9,848 2,239 36,289 27,625 39,691 39,712 701 680
CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 313)
-428 -13,085 -26 446 13,109 -8 -2 321 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 24.4 5.5 89.8 68.4 98.3 98.3 1.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 9 7 21 23 30 37
Updated November 26, 2012