DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| 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: 77,485
COMMITMENTS
1,233 9,317 2,873 73,349 65,054 77,455 77,244 30 241
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 10,707)
-333 1,220 562 10,478 8,925 10,707 10,707 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 12.0 3.7 94.7 84.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 8 6 20 20 27 31
Updated March 28, 2014