DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| 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: 47,263
COMMITMENTS
966 5,296 3,283 41,714 37,384 45,963 45,963 1,300 1,300
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,043)
-238 730 -513 1,758 790 1,007 1,007 36 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 11.2 6.9 88.3 79.1 97.2 97.2 2.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 8 5 18 21 26 30
Updated January 17, 2014