DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 54,731
COMMITMENTS
1,312 6,005 4,346 48,769 44,125 54,427 54,476 304 255
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 2,962)
-71 946 79 2,982 1,916 2,990 2,941 -28 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 11.0 7.9 89.1 80.6 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 9 9 16 22 26 37
Updated December 30, 2013