DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| 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: 34,762
COMMITMENTS
2,963 6,074 2,160 29,405 26,312 34,528 34,546 234 216
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 106)
105 -258 44 413 688 562 474 -456 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 17.5 6.2 84.6 75.7 99.3 99.4 0.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 6 5 22 20 33 30
Updated July 26, 2013