DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| 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: 51,769
COMMITMENTS
1,383 5,059 4,267 45,787 42,209 51,437 51,535 332 234
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 2,312)
-247 696 133 2,377 1,553 2,263 2,382 49 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 9.8 8.2 88.4 81.5 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 11 9 15 21 25 36
Updated December 20, 2013