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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.
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US TSY FUTURES: CFTC COT LARGE SPEC POSITIONS PD END Jan 8
CFTC Resumes COT Data Backlog; Next On 2/12
Jan 8 Dec 31 Rec Long Rec Short
Fut Only 2Y Notes -308,933 -235,851 234,808 7/31/12 -437,237 12/11/18
Combined 2Y Notes -315,805 -243,329 235,621 5/03/11 -421,551 12/11/18
Fut Only 5Y Notes -290,354 -331,230 402,448 5/06/08 -859,940 10/9/18
Combined 5Y Notes -204,181 -256,686 387,383 5/06/08 -866,140 10/9/18
Fut Only 10Y Note -188,068 -308,287 608,492 8/14/07 -700,514 8/21/18
Combined 10Y Note -121,642 -277,710 668,018 8/7/07 -647,655 10/9/18
Fut Only 30Y Bond -30,652 -26,513 106,002 -178,500
Combined 30Y Bond -26,348 -22,962 122,839 12/19/17 -172,009
Fut Only Ultra Bd -262,705 -260,371 28,763 6/05/12 -294,701 12/04/18
Combined Ultra Bd -262,403 -260,446 28,763 6/05/12 -294,714 12/04/18
Fut Only 3m Euro$ -1,600,500 -1,954,421 1,822,601 3/4/08 -4,051,527 4/17/18
Combined 3m Euro$ -1,147,406 -1,629,449 1,501,690 4/20/10 -3,110,209 5/08/18
Fut Only 30d Fed Fd -116,284 -56,524 332,320 6/24/08 -286,041 8/8/17
Combined 30d Fed Fd -116,406 -56,644 333,657 6/24/08 -286,025 8/8/17
*Denotes new record
According to the CFTC, "the last COT report was published on December 21, 2018.
Reports going forward from that date will be published in chronological order
beginning with the report previously scheduled for release on Friday, December
28, 2018 (based on data from Monday, December 24, 2018)."
Going forward, the the CFTC "expects to publish one report on Tuesday and
another on Friday of each week until the reports are current as per the normal
schedule."
--MNI Chicago Bureau; tel: +1 312-431-0089; email: bill.sokolis@marketnews.com
[TOPICS: MTABLE]
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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.