DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| 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: 51,036
COMMITMENTS
1,538 9,149 1,645 46,476 38,624 49,659 49,418 1,377 1,618
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,357)
-1,153 1,426 -2,439 2,025 -943 -1,567 -1,956 210 599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 17.9 3.2 91.1 75.7 97.3 96.8 2.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 8 9 24 23 33 36
Updated March 8, 2013