DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| 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: 50,274
COMMITMENTS
4,119 7,640 2,670 42,402 38,835 49,191 49,145 1,083 1,129
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 1,798)
-46 664 258 1,563 758 1,775 1,680 23 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 15.2 5.3 84.3 77.2 97.8 97.8 2.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 7 9 21 25 30 38
Updated February 22, 2013