DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 34,058
COMMITMENTS
2,609 4,405 2,596 28,846 26,990 34,051 33,991 7 67
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -17,052)
660 -1,588 -1,172 -16,533 -14,154 -17,045 -16,914 -7 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 12.9 7.6 84.7 79.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 5 6 19 19 30 28
Updated July 8, 2013