DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| 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: 46,967
COMMITMENTS
2,118 4,945 3,646 41,180 38,281 46,944 46,872 23 95
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 6,529)
-48 -52 234 6,320 6,318 6,506 6,500 23 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 10.5 7.8 87.7 81.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 8 9 9 21 19 35
Updated November 15, 2013