DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| 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: 53,878
COMMITMENTS
1,767 5,327 1,838 48,782 45,078 52,387 52,243 1,491 1,635
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,259)
470 -880 241 829 2,165 1,540 1,526 -281 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 9.9 3.4 90.5 83.7 97.2 97.0 2.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 9 7 24 26 34 37
Updated March 29, 2013