TSYS: Large speculators moved to record shorts in futures as well as combined positions on futures and options in US Treasury 10-yr notes as of March 30, according to CFTC Committment of Traders report released Friday.
Large speculators added 92,371 new shorts in the 10-yr note to a record net short position of 249,917 and held a record short in combined positions on futures and options at -255,207 compared to -135,518 in the prior week. Rather sizeable shorts were also added in the 5-yr notes, with speculators shifting from 8,490 net long to 62,189 net short.
Combined futures and options positions on 5-yr futures and options also flipped from net long 10,052 to net short 59,198.
Ultra long bond contract: -17,121 compared to -12,678 the week before.
30-yr futures: added 20,380 shorts to net short position of 117,858.
2-yr notes: added 25,917 longs for a net long position of 80,592.
Eurodollar futures: cut 40,907 longs for a net long position of 699,383.
Fed Funds: added a 34,133 in longs for a net long position of 48,282.
Provided by: Market News International
Haim Remarks - those short positions may delay the 4% yield on the 10 Year Treasury note |
