DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 50,915
COMMITMENTS
1,859 5,191 3,550 45,310 41,930 50,719 50,671 196 244
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 398)
262 -997 -20 96 1,358 338 341 60 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 10.2 7.0 89.0 82.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 9 9 23 24 36 37
Updated June 21, 2013