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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 | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 993.0 | 1033.8 | 1094.1 | 1212.3 | 1241.3 | 992.2 | 959.3 |
| Non-commercials Total | 231.7 | 268.0 | 306.3 | 239.4 | 243.5 | 222.1 | 146.9 |
| Non-commercials | 211.7 | 242.7 | 286.4 | 221.0 | 217.3 | 206.2 | 130.9 |
| Non-commercials spread | 19.9 | 25.4 | 19.8 | 18.4 | 26.2 | 15.9 | 16.0 |
| Non-Reportables | 272.9 | 277.1 | 288.0 | 256.7 | 279.0 | 261.6 | 264.7 |
| Total | 1497.6 | 1579.0 | 1688.4 | 1708.4 | 1763.9 | 1475.9 | 1370.8 |
| Short Position in 10-year Treasury Notes by Trader Category | More Data | ||||||
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 982.5 | 1018.2 | 1143.8 | 1073.9 | 1157.4 | 964.6 | 785.2 |
| Non-commercials Total | 225.4 | 247.8 | 213.8 | 283.3 | 273.1 | 225.1 | 261.2 |
| Non-commercials | 205.5 | 222.4 | 193.9 | 264.9 | 246.9 | 209.2 | 245.2 |
| Non-commercials spread | 19.9 | 25.4 | 19.8 | 18.4 | 26.2 | 15.9 | 16.0 |
| Non-Reportables | 289.6 | 313.0 | 330.8 | 351.2 | 333.4 | 286.2 | 324.5 |
| Total | 1497.6 | 1579.0 | 1688.4 | 1708.4 | 1763.9 | 1475.9 | 1370.8 |
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 | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 1079.2 | 1129.3 | 1197.0 | 1342.0 | 1361.4 | 1071.4 | 1144.2 |
| Non-commercials Total | 320.3 | 361.7 | 423.2 | 372.6 | 359.2 | 306.9 | 271.3 |
| Non-commercials | 206.6 | 240.6 | 298.0 | 229.2 | 227.5 | 208.1 | 122.4 |
| Non-commercials spread | 113.7 | 121.1 | 125.2 | 143.4 | 131.6 | 98.8 | 149.0 |
| Non-Reportables | 288.0 | 292.7 | 307.3 | 275.0 | 298.2 | 276.2 | 284.1 |
| Total | 1687.6 | 1783.7 | 1927.5 | 1989.6 | 2018.8 | 1654.5 | 1699.7 |
| Short Position in 10-year Treasury Notes by Trader Category | More Data | ||||||
| Most Recent | Month Ago | Year Ago | |||||
| 1/3/2012 | 1/10/2012 | 1/17/2012 | 1/24/2012 | 1/31/2012 | 12/27/2011 | 1/25/2011 | |
| Commercials | 1072.6 | 1118.2 | 1258.3 | 1208.6 | 1289.5 | 1044.7 | 969.8 |
| Non-commercials Total | 311.2 | 336.7 | 317.3 | 404.5 | 370.3 | 309.7 | 381.8 |
| Non-commercials | 197.5 | 215.5 | 192.1 | 261.2 | 238.7 | 210.9 | 232.8 |
| Non-commercials spread | 113.7 | 121.1 | 125.2 | 143.4 | 131.6 | 98.8 | 149.0 |
| Non-Reportables | 303.8 | 328.9 | 351.9 | 376.4 | 359.0 | 300.1 | 348.1 |
| Total | 1687.6 | 1783.7 | 1927.5 | 1989.6 | 2018.8 | 1654.5 | 1699.7 |
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
