DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
FUTURES ONLY POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 49,530
COMMITMENTS
3,376 6,222 1,445 44,608 41,593 49,429 49,260 101 270
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 3,611)
852 1,004 -730 3,505 3,404 3,627 3,678 -16 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 12.6 2.9 90.1 84.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 5 5 21 21 28 30
Updated February 28, 2014