DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 53,253
COMMITMENTS
3,545 11,838 3,469 45,600 37,378 52,614 52,685 639 568
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,396)
25 171 -349 1,611 1,430 1,287 1,252 109 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 22.2 6.5 85.6 70.2 98.8 98.9 1.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 9 7 23 23 36 35
Updated January 4, 2013