DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| 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: 54,185
COMMITMENTS
1,862 8,161 2,123 50,105 43,759 54,090 54,043 95 142
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 2,965)
290 257 87 2,535 2,493 2,912 2,837 53 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 15.1 3.9 92.5 80.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 6 24 24 31 38
Updated May 17, 2013