DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| 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: 46,220
COMMITMENTS
1,204 4,566 3,796 39,956 36,594 44,956 44,956 1,264 1,264
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -10,630)
122 -1,990 -460 -10,084 -7,984 -10,422 -10,434 -208 -196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 9.9 8.2 86.4 79.2 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 7 7 16 21 27 31
Updated January 10, 2014