Free Trial

US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END APR 10

                      Apr 10      Apr 3      Rec Long          Rec Short
Fut Only 2Y Notes    -81,805   -132,636   234,808 7/31/12   -329,066 1/30/18
Combined 2Y Notes    -71,464   -124,014   235,621 5/03/11   -310,549 10/17/17
Fut Only 5Y Notes   -520,483   -579,306   402,448 5/06/08   -579,306 4/3/18
Combined 5Y Notes   -509,319   -576,570   387,383 5/06/08   -576,570 4/3/18
Fut Only 10Y Note   -330,635   -375,365   608,492 8/14/07   -409,659 2/28/17
Combined 10Y Note   -282,859   -325,655   668,018 8/7/07    -386,239 1/10/17
Fut Only 30Y Bond     34,850      9,677   106,002           -178,500
Combined 30Y Bond     30,819     17,796   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -153,666   -149,956    28,763 6/05/12   -170,410 3/6/18
Combined Ultra Bd   -153,627   -149,836    28,763 6/05/12   -170,357 3/6/18
Fut Only 3m Euro$ -4,018,653 -4,013,166 1,822,601 3/4/08  -4,013,166 4/3/18
Combined 3m Euro$ -2,920,183 -3,023,241 1,501,690 4/20/10 -3,030,466 3/27/18
Fut Only 30d Fed Fd  153,855     73,533   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd  153,635     73,548   333,657 6/24/08   -286,025 8/8/17
*Denotes new record
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE]

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.
}); window.REBELMOUSE_ACTIVE_TASKS_QUEUE.push(function(){ window.dataLayer.push({ 'event' : 'logedout', 'loggedOut' : 'loggedOut' }); });