DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF $5,000,000) OPEN INTEREST: 53,975 COMMITMENTS 1,077 7,089 2,035 50,858 44,668 53,970 53,792 5 183 CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -23,510) -156 -2,228 -838 -22,491 -20,386 -23,485 -23,452 -25 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 13.1 3.8 94.2 82.8 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 8 5 15 16 21 26
Updated April 4, 2014