DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| 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: 28,525
COMMITMENTS
3,079 2,641 2,027 23,336 23,833 28,442 28,501 83 24
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 2,341)
-762 -381 -174 3,350 3,328 2,414 2,773 -73 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 9.3 7.1 81.8 83.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 7 5 16 20 25 30
Updated October 28, 2013