DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 49,457
COMMITMENTS
1,630 4,363 4,134 43,410 40,656 49,174 49,153 283 304
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 4,589)
-138 561 -118 4,855 4,145 4,599 4,588 -10 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 8.8 8.4 87.8 82.2 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 10 8 13 21 23 34
Updated December 19, 2013