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This Month in 10-year Treasury Notes Futures Market
|
Long and Short Positions in CBOT 10-year Treasury Notes Futures by Trader Category (in thousands) |
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| Long Position in 10-year Treasury Notes by Trader Category | More Data | |||||
|---|---|---|---|---|---|---|
| Most Recent | Month Ago | Year Ago | ||||
| 4/3/2012 | 4/10/2012 | 4/17/2012 | 4/24/2012 | 3/27/2012 | 4/26/2011 | |
| Commercials | 1313.1 | 1312.7 | 1316.7 | 1319.3 | 1321.8 | 1150.3 |
| Non-commercials Total | 176.3 | 195.5 | 226.6 | 225.3 | 192.3 | 235.7 |
| Non-commercials | 145.0 | 165.6 | 200.8 | 202.6 | 167.1 | 211.1 |
| Non-commercials spread | 31.3 | 29.9 | 25.8 | 22.7 | 25.2 | 24.6 |
| Non-Reportables | 246.1 | 265.7 | 270.2 | 275.3 | 243.5 | 274.1 |
| Total | 1735.4 | 1773.9 | 1813.5 | 1819.9 | 1757.5 | 1660.1 |
| Short Position in 10-year Treasury Notes by Trader Category | More Data | |||||
| Most Recent | Month Ago | Year Ago | ||||
| 4/3/2012 | 4/10/2012 | 4/17/2012 | 4/24/2012 | 3/27/2012 | 4/26/2011 | |
| Commercials | 1000.2 | 1034.6 | 1079.3 | 1089.2 | 1019.1 | 1001.4 |
| Non-commercials Total | 388.4 | 402.1 | 402.9 | 382.4 | 388.0 | 270.1 |
| Non-commercials | 357.1 | 372.1 | 377.1 | 359.7 | 362.9 | 245.5 |
| Non-commercials spread | 31.3 | 29.9 | 25.8 | 22.7 | 25.2 | 24.6 |
| Non-Reportables | 346.8 | 337.1 | 331.3 | 348.3 | 350.4 | 388.6 |
| Total | 1735.4 | 1773.9 | 1813.5 | 1819.9 | 1757.5 | 1660.1 |
Commercials and Non-commercials Positions in 10-year Treasury Notes Futures
Commercials and Non-commercials Share of Total Open Interest in 10-year Treasury Notes Futures
Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in 10-year Treasury Notes Futures
Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in 10-year Treasury Notes Futures
This Month in 10-year Treasury Notes Futures & Options Market
|
Long and Short Positions in CBOT 10-year Treasury Notes Futures & Options by Trader Category (in thousands) |
||||||
| Long Position in 10-year Treasury Notes by Trader Category | More Data | |||||
|---|---|---|---|---|---|---|
| Most Recent | Month Ago | Year Ago | ||||
| 4/3/2012 | 4/10/2012 | 4/17/2012 | 4/24/2012 | 3/27/2012 | 4/26/2011 | |
| Commercials | 1543.5 | 1552.1 | 1573.2 | 1496.5 | 1505.5 | 1274.4 |
| Non-commercials Total | 408.1 | 420.2 | 465.7 | 425.8 | 372.8 | 373.5 |
| Non-commercials | 148.2 | 161.4 | 186.7 | 201.2 | 161.9 | 208.4 |
| Non-commercials spread | 259.9 | 258.8 | 279.0 | 224.6 | 210.9 | 165.1 |
| Non-Reportables | 279.0 | 288.3 | 291.5 | 299.1 | 270.2 | 293.2 |
| Total | 2230.6 | 2260.7 | 2330.5 | 2221.3 | 2148.5 | 1941.1 |
| Short Position in 10-year Treasury Notes by Trader Category | More Data | |||||
| Most Recent | Month Ago | Year Ago | ||||
| 4/3/2012 | 4/10/2012 | 4/17/2012 | 4/24/2012 | 3/27/2012 | 4/26/2011 | |
| Commercials | 1241.1 | 1317.3 | 1375.9 | 1295.6 | 1201.2 | 1155.7 |
| Non-commercials Total | 598.7 | 580.9 | 595.8 | 550.2 | 567.6 | 372.6 |
| Non-commercials | 338.9 | 322.1 | 316.8 | 325.6 | 356.6 | 207.5 |
| Non-commercials spread | 259.9 | 258.8 | 279.0 | 224.6 | 210.9 | 165.1 |
| Non-Reportables | 390.8 | 362.4 | 358.7 | 375.6 | 379.8 | 412.8 |
| Total | 2230.6 | 2260.7 | 2330.5 | 2221.3 | 2148.5 | 1941.1 |
Commercials and Non-commercials Positions in 10-year Treasury Notes Futures & Options
Commercials and Non-commercials Share of Total Open Interest in 10-year Treasury Notes Futures & Options
Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in 10-year Treasury Notes Futures & Options
Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in 10-year Treasury Notes Futures & Options
