DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 38,016
COMMITMENTS
2,505 3,894 2,938 32,553 31,084 37,996 37,916 20 100
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -10,687)
654 -1,197 -636 -10,681 -8,880 -10,663 -10,713 -24 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 10.2 7.7 85.6 81.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 6 7 21 23 30 33
Updated February 7, 2014