Free Trial

Commodity Futures Trading...................>

US TSYS
US TSYS: Commodity Futures Trading Commission/Commitment of Traders data for the
period ending September 26 details: except for Fed funds, the latest report
showed large speculative accounts sold across the curve, adding to existing
shorts/paring longs. In the short end, the group pared net shorts in Fed funds
by +31,272 to finish -141,411, while adding to shorts in Eurodollars by -247,762
to -1,694,276. In notes, the group added net shorts in the 2-year note by
-83,510 to -182,897, and added to net shorts in the 5-year note by -17,411 to
-228,274. In the 10-year note, the group pared net longs by -13,494 to +256,626.
In the long end, the group pared net longs in the 30-year Bond by -5,213 to
+52,910, and added net shorts in the Ultra-bond by -10,889 to finish latest
period -98,728.

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.