DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| 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: 32,848
COMMITMENTS
2,432 3,531 2,685 27,140 26,544 32,257 32,760 591 88
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -696)
716 -976 250 -2,181 30 -1,215 -696 519 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 10.7 8.2 82.6 80.8 98.2 99.7 1.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 7 7 15 18 25 31
Updated September 20, 2013