DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| 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: 40,863
COMMITMENTS
2,688 5,868 2,556 35,595 32,368 40,839 40,792 24 71
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 9,632)
569 21 417 8,663 9,189 9,649 9,627 -17 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 14.4 6.3 87.1 79.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 8 7 18 17 29 29
Updated August 16, 2013