DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| 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: 34,656
COMMITMENTS
2,858 6,332 2,116 28,992 25,624 33,966 34,072 690 584
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 513)
-2 1,682 -356 1,747 221 1,389 1,547 -876 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 18.3 6.1 83.7 73.9 98.0 98.3 2.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 7 5 20 19 31 29
Updated July 19, 2013