DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/12 |
--------------------------------------------------------------| 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: 42,959
COMMITMENTS
1,075 12,361 1,356 39,786 28,534 42,217 42,251 742 708
CHANGES FROM 12/04/12 (CHANGE IN OPEN INTEREST: 3,551)
36 962 64 3,539 2,636 3,639 3,662 -88 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 28.8 3.2 92.6 66.4 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 10 5 22 21 32 34
Updated December 14, 2012