DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 52,393 COMMITMENTS 2,691 7,723 4,084 44,451 39,567 51,226 51,374 1,167 1,019 CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 2,119) -1,428 83 1,414 2,049 732 2,035 2,229 84 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 14.7 7.8 84.8 75.5 97.8 98.1 2.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 9 10 24 25 35 39
Updated March 1, 2013