DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| 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: 63,923
COMMITMENTS
2,663 4,734 4,822 56,436 54,362 63,921 63,918 2 5
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 6,617)
77 664 -149 6,701 6,102 6,629 6,617 -12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 7.4 7.5 88.3 85.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 7 11 12 22 25 37
Updated December 2, 2013