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This Month in 10-year Treasury Notes Futures Market

This Month in Futures Markets reports will not be released on an ongoing basis effective January 2013. Information pertaining to the positions held by traders in futures markets is released on a weekly basis in the Commitments of Traders reports, which can be accessed at  http://www.cftc.gov/MarketReports/CommitmentsOfTraders/Index.htm. Submit comments on This Month in Futures Markets to marketreports@cftc.gov.

Long and Short Positions in CBOT 10-year Treasury Notes Futures by Trader Category (in thousands)
Long Position in 10-year Treasury Notes by Trader Category More Data
  Most Recent Month Ago Year Ago
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 1069.3 1054.3 1092.7 1064.0 1031.4 1019.6
Non-commercials Total 367.5 419.9 471.3 475.3 407.4 247.0
Non-commercials 319.6 370.7 417.6 378.0 356.9 209.7
Non-commercials spread 48.0 49.1 53.7 97.3 50.5 37.2
Non-Reportables 257.9 290.5 293.0 309.6 263.4 289.9
Total 1694.8 1764.6 1857.0 1848.9 1702.3 1556.4
Short Position in 10-year Treasury Notes by Trader Category More Data
  Most Recent Month Ago Year Ago
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 1120.0 1168.0 1205.6 1194.8 1149.3 1028.1
Non-commercials Total 257.2 261.3 309.9 287.7 237.9 229.7
Non-commercials 209.2 212.2 256.2 190.4 187.5 192.4
Non-commercials spread 48.0 49.1 53.7 97.3 50.5 37.2
Non-Reportables 317.5 335.3 341.4 366.4 315.0 298.7
Total 1694.8 1764.6 1857.0 1848.9 1702.3 1556.4

Commercials and Non-commercials Positions in 10-year Treasury Notes Futures

Commercials open interest: 10-year Treasury Notes futures
Non-commercials open interest: 10-year Treasury Notes futures

Commercials and Non-commercials Share of Total Open Interest in 10-year Treasury Notes Futures

Commercials share of open interest: 10-year Treasury Notes futures
Non-commercials share of open interest: 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

Commercials net share of open interest: 10-year Treasury Notes futures
Non-commercials net share of open interest: 10-year Treasury Notes futures

Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in 10-year Treasury Notes Futures

Largest 4 traders share of open interest: 10-year Treasury Notes futures
Largest 8 traders share of open interest: 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
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 1247.9 1217.4 1243.2 1145.9 1193.0 1101.8
Non-commercials Total 582.9 627.3 679.8 577.2 587.0 363.7
Non-commercials 330.7 365.9 409.0 377.2 370.9 209.3
Non-commercials spread 252.2 261.4 270.8 200.0 216.1 154.5
Non-Reportables 286.5 318.0 315.8 328.6 287.9 304.0
Total 2117.3 2162.8 2238.9 2051.7 2067.8 1769.5
Short Position in 10-year Treasury Notes by Trader Category More Data
  Most Recent Month Ago Year Ago
  11/6/2012 11/13/2012 11/20/2012 11/27/2012 10/30/2012 11/29/2011
Commercials 1334.5 1371.0 1393.8 1275.1 1341.8 1107.3
Non-commercials Total 434.8 430.2 479.1 386.8 387.4 349.3
Non-commercials 182.7 168.8 208.3 186.8 171.3 194.8
Non-commercials spread 252.2 261.4 270.8 200.0 216.1 154.5
Non-Reportables 347.9 361.6 365.9 389.8 338.6 313.0
Total 2117.3 2162.8 2238.9 2051.7 2067.8 1769.5

Commercials and Non-commercials Positions in 10-year Treasury Notes Futures & Options

Commercials open interest: 10-year Treasury Notes futures and options
Non-commercials open interest: 10-year Treasury Notes futures and options

Commercials and Non-commercials Share of Total Open Interest in 10-year Treasury Notes Futures & Options

Commercials share of open interest: 10-year Treasury Notes futures and options
Noncommercials share of open interest: 10-year Treasury Notes futures and options

Commercials and Non-commercials Net Positions (Long : +; Short:-; % of Open Interest across all maturities) in 10-year Treasury Notes Futures & Options

Commercials net share of open interest: 10-year Treasury Notes futures and options
Non-commercials net share of open interest: 10-year Treasury Notes futures and options

Gross Concentration Ratio: Largest Four and Eight Traders Share of Total Open Interest in 10-year Treasury Notes Futures & Options

Largest 4 traders share of open interest: 10-year Treasury Notes futures and options
Largest 8 traders share of interest: 10-year Treasury Notes futures and options