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10-Year Note Speculators Sharply Cut Back On Bearish Bets This Week

Published 03/18/2018, 03:46 AM
Updated 07/09/2023, 06:31 AM
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10-Year Note COT Futures Large Trader Positions

10-Year Note Non-Commercial Speculator Positions:

Large bond speculators strongly reduced their bearish net positions in the 10-Year Note futures markets this week, according to the latest Commitment of Traders (COT) data released by the Commodity Futures Trading Commission (CFTC) on Friday.

The non-commercial futures contracts of 10-Year Note futures, traded by large speculators and hedge funds, totaled a net position of -271,369 contracts in the data reported through Tuesday March 13th. This was a weekly boost of 90,781 contracts from the previous week which had a total of -362,150 net contracts.

Speculative bearish positions had risen for two straight weeks to the most bearish level since February 28th 2017 (-409,659 contracts) before this week’s turnaround by approximately 90,000 contracts. The bearish net level is under the -300,000 contract level for the first time in three weeks.

10-Year Note Commercial Positions:

The commercial traders position, hedgers or traders engaged in buying and selling for business purposes, totaled a net position of 511,659 contracts on the week. This was a weekly shortfall of -101,182 contracts from the total net of 612,841 contracts reported the previous week.

10-Year Note COT Futures Large Trader Vs IEF ETF

iShares Core MSCI EAFE (NYSE:IEFA) ETF:

Over the same weekly reporting time-frame, from Tuesday to Tuesday, the 7-10 Year Treasury Bond ETF (IEF) closed at approximately $102.33 which was an advance of $0.40 from the previous close of $101.93, according to unofficial market data.

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