DTCC Repo-US Treasury <30 YR - NYSE LIFFE - NYPC Code-045L2T
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 81,039
COMMITMENTS
495 15,824 2,624 77,904 62,400 81,023 80,848 16 191
CHANGES FROM 05/27/14 (CHANGE IN OPEN INTEREST: 5,629)
-33 939 215 5,431 4,472 5,613 5,626 16 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 19.5 3.2 96.1 77.0 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 12 5 13 26 20 38
Updated June 6, 2014