DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/21/13 |
--------------------------------------------------------------| 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: 54,819
COMMITMENTS
1,833 7,049 2,384 50,527 45,199 54,744 54,632 75 187
CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 634)
-29 -1,112 261 422 1,440 654 589 -20 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 12.9 4.3 92.2 82.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 10 7 21 25 30 39
Updated May 24, 2013