DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| 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: 75,410
COMMITMENTS
528 14,885 2,409 72,473 57,928 75,410 75,222 0 188
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,611)
50 3,539 -28 1,589 1,965 1,611 5,476 0 -3,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 19.7 3.2 96.1 76.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 10 6 15 22 22 33
Updated May 30, 2014