DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 44,868 COMMITMENTS 1,768 3,802 4,252 38,555 36,511 44,575 44,565 293 303 CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -19,055) -895 -932 -570 -17,881 -17,851 -19,346 -19,353 291 298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 8.5 9.5 85.9 81.4 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 9 8 13 22 23 35
Updated December 6, 2013