DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| 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: 51,110
COMMITMENTS
1,949 5,993 3,768 45,379 41,144 51,096 50,905 14 205
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 195)
90 802 218 69 -786 377 234 -182 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 11.7 7.4 88.8 80.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 8 8 22 25 34 37
Updated June 28, 2013