DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 54,607
COMMITMENTS
1,582 7,695 2,061 50,934 44,610 54,577 54,366 30 241
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 10,822)
-437 2,040 814 11,189 8,014 11,566 10,868 -744 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 14.1 3.8 93.3 81.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 6 6 19 19 26 30
Updated March 18, 2014