DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 31,231
COMMITMENTS
2,119 5,847 2,139 26,932 23,179 31,190 31,165 41 66
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -3,673)
-1,120 -103 -87 -2,499 -3,520 -3,706 -3,710 33 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 18.7 6.8 86.2 74.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 7 8 17 15 29 27
Updated August 9, 2013