DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 50,517
COMMITMENTS
1,597 6,188 3,570 45,214 40,572 50,381 50,330 136 187
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 1,911)
-128 423 588 1,355 739 1,815 1,750 96 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 12.2 7.1 89.5 80.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 9 8 22 26 33 40
Updated June 14, 2013