DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| 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: 34,870
COMMITMENTS
1,976 6,321 2,697 30,134 25,746 34,807 34,764 63 106
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,017)
-1,218 2,267 781 2,424 -1,104 1,987 1,944 30 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 18.1 7.7 86.4 73.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 9 7 16 19 26 31
Updated November 1, 2013