DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 48,703
COMMITMENTS
1,851 5,091 3,574 43,234 39,964 48,659 48,629 44 74
CHANGES FROM 01/21/14 (CHANGE IN OPEN INTEREST: 1,983)
486 -321 759 1,360 2,166 2,605 2,604 -622 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 10.5 7.3 88.8 82.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 9 8 18 22 29 32
Updated January 31, 2014