DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| 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: 34,937
COMMITMENTS
2,599 4,146 2,870 29,406 27,847 34,875 34,863 62 74
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 2,089)
167 615 185 2,266 1,303 2,618 2,103 -529 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 11.9 8.2 84.2 79.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 7 7 14 18 24 31
Updated September 27, 2013