DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 50,517 COMMITMENTS 1,597 6,188 3,570 45,214 40,572 50,381 50,330 136 187 CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 1,911) -128 423 588 1,355 739 1,815 1,750 96 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 12.2 7.1 89.5 80.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 9 8 22 26 33 40
Updated June 14, 2013