DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| 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: 31,534
COMMITMENTS
2,123 3,554 2,039 27,300 25,853 31,462 31,446 72 88
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -8,306)
-647 -1,621 -567 -7,085 -6,049 -8,299 -8,237 -7 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.3 6.5 86.6 82.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 6 6 15 15 25 26
Updated September 6, 2013