Small Spec Treasury Bears Pile On
The numbers speak for themselves.
I guess word of "The Greenspan Hedge" is being taken to heart by the masses.
Mish
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,643,461
COMMITMENTS
276,629 330,215 34,437 1068279 790,416 1379345 1155068 264,116 488,393
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -24,687)
-138,339 -51,207 5,545 15,078 -140,353 -117,716 -186,015 93,029 161,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 20.1 2.1 65.0 48.1 83.9 70.3 16.1 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
45 64 33 77 124 141 202
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE
FUTURES ONLY POSITIONS AS OF 01/25/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,159,390
COMMITMENTS
282,440 174,527 11,958 739,415 686,840 1033813 873,325 125,577 286,065
CHANGES FROM 01/18/05 (CHANGE IN OPEN INTEREST: -8,589)
-45,664 -47,450 -263 -17,357 -82,049 -63,284 -129,762 54,695 121,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 15.1 1.0 63.8 59.2 89.2 75.3 10.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) |
