DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 05/28/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 55,502
COMMITMENTS
1,557 7,441 3,037 50,853 44,975 55,447 55,453 55 49
CHANGES FROM 05/21/13 (CHANGE IN OPEN INTEREST: 683)
-276 392 653 326 -224 703 821 -20 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 13.4 5.5 91.6 81.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 10 8 22 27 32 42
Updated May 31, 2013