DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| 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: 42,218
COMMITMENTS
1,702 4,428 2,137 36,653 33,620 40,492 40,185 1,726 2,033
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -11,660)
-65 -899 299 -12,129 -11,458 -11,895 -12,058 235 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 10.5 5.1 86.8 79.6 95.9 95.2 4.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 8 7 20 25 30 35
Updated April 5, 2013