DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| 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: 48,606
COMMITMENTS
1,725 5,765 2,982 43,859 39,833 48,566 48,580 40 26
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -6,896)
168 -1,676 -55 -6,994 -5,142 -6,881 -6,873 -15 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 11.9 6.1 90.2 82.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 11 7 21 22 31 37
Updated June 7, 2013