DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| 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: 50,485
COMMITMENTS
3,275 15,306 3,843 42,635 30,824 49,753 49,973 732 512
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 7,526)
2,200 2,945 2,487 2,849 2,290 7,536 7,722 -10 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 30.3 7.6 84.5 61.1 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 11 6 22 21 34 35
Updated December 21, 2012