DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| 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: 34,143
COMMITMENTS
2,860 4,650 2,472 27,245 25,403 32,577 32,525 1,566 1,618
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 85)
251 245 -124 -1,601 -1,587 -1,474 -1,466 1,559 1,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 13.6 7.2 79.8 74.4 95.4 95.3 4.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 6 6 20 19 31 29
Updated July 13, 2013