DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 73,799
COMMITMENTS
478 11,346 2,437 70,884 55,963 73,799 69,746 0 4,053
CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 3,538)
-216 -3,083 208 3,546 2,538 3,538 -337 0 3,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 15.4 3.3 96.1 75.8 100.0 94.5 0.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 9 6 15 21 22 31
Updated May 23, 2014