DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| 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: 32,853
COMMITMENTS
3,194 4,054 1,916 27,710 26,850 32,820 32,820 33 33
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 4,328)
115 1,413 -111 4,374 3,017 4,378 4,319 -50 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 12.3 5.8 84.3 81.7 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 6 5 18 20 27 30
Updated October 30, 2013