DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| 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: 66,778
COMMITMENTS
1,566 8,097 2,311 62,871 56,129 66,748 66,537 30 241
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 12,171)
-16 402 250 11,937 11,519 12,171 12,171 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 12.1 3.5 94.1 84.1 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 7 6 19 20 26 31
Updated March 21, 2014