MNI BRIEF: BOJ’s JGB Unrealised Loss Rises To JPY13.7 Tlrn

MNI BRIEF: Riksbank Dec Cut On If Things Hold - Jansson

RPT:- MNI NOV CHINA MONEY MARKET INDEX 53.5 VS OCT 38.4

MNI NOV CHINA MONEY MARKET INDEX 53.5 VS OCT 38.4

MNI BRIEF: China Profits Fall In October Y/Y

MNI China Press Digest Nov 27: Insurance, Tax, U.S. Trade

MNI: FRANCE NOV CONSUMER SENTIMENT 90

RBNZ SEES RISK OF MID-TERM INFLATION VOLATILITY

MNI: RBNZ CUTS OCR 50BP TO 4.25%

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

MNI EXCLUSIVE: German Turmoil Dashes EU's Joint-Funding Hopes -Officials

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END DEC 11 

                      Dec 11      Dec 4      Rec Long          Rec Short
Fut Only 2Y Notes   -417,237*  -361,560   234,808 7/31/12   -437,237 12/11/18
Combined 2Y Notes   -421,551*  -363,293   235,621 5/03/11   -421,551 12/11/18
Fut Only 5Y Notes   -286,093   -347,941   402,448 5/06/08   -859,940 10/9/18
Combined 5Y Notes   -272,952   -349,091   387,383 5/06/08   -866,140 10/9/18
Fut Only 10Y Note   -393,802   -293,186   608,492 8/14/07   -700,514 8/21/18
Combined 10Y Note   -292,642   -248,170   668,018 8/7/07    -647,655 10/9/18
Fut Only 30Y Bond    -62,194    -72,585   106,002           -178,500
Combined 30Y Bond    -43,501    -67,792   122,839 12/19/17  -172,009
Fut Only Ultra Bd   -283,133   -294,701*   28,763 6/05/12   -294,701 12/04/18
Combined Ultra Bd   -283,135   -294,714*   28,763 6/05/12   -294,714 12/04/18
Fut Only 3m Euro$ -2,566,718 -2,482,808 1,822,601 3/4/08  -4,051,527 4/17/18
Combined 3m Euro$ -1,888,429 -1,823,266 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd  -48,193    -94,787   332,320 6/24/08   -286,041 8/8/17
Combined 30d Fed Fd  -48,123    -94,747   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'
  });
    

});