DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 50,915 COMMITMENTS 1,859 5,191 3,550 45,310 41,930 50,719 50,671 196 244 CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 398) 262 -997 -20 96 1,358 338 341 60 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 10.2 7.0 89.0 82.4 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 9 9 23 24 36 37
Updated June 21, 2013