DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF $5,000,000) OPEN INTEREST: 55,463
COMMITMENTS
1,723 13,712 5,475 47,521 35,315 54,719 54,502 744 961
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 3,708)
-1,926 1,087 1,250 4,440 1,204 3,764 3,541 -56 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 24.7 9.9 85.7 63.7 98.7 98.3 1.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 8 9 23 19 34 30
Updated January 18, 2013