DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| 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: 39,840
COMMITMENTS
2,770 5,175 2,606 34,385 31,902 39,761 39,683 79 157
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 642)
406 -247 -136 377 999 647 616 -5 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 13.0 6.5 86.3 80.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 6 7 16 18 27 29
Updated August 30, 2013