By CountingPips.com | Weekly Large Trader COT Report: 10 Year US Treasury Note
CFTC Futures data shows speculators edged bets lower
10 Year Treasury Note Non-Commercial Positions:
Large 10-year treasury note futures traders and speculators slightly trimmed their overall bearish positions last 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 the 10-year treasury notes, primarily traded by large speculators and hedge funds, totaled a net position of -35,663 contracts in the data reported for October 27th. This was a weekly change of +2,150 net contracts from the previous week’s total of -37,813 net contracts that was recorded on October 20th.
For the week, the overall standing long positions in 10-year futures fell by -4,976 contracts while the short positions declined by a larger amount of -7,126 contracts to register the overall net change of +2,150 contracts for the week.
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10 Year US Treasury Note Commercial Positions:
In the commercial positions for the 10-year note on the week, the commercials (hedgers or traders engaged in buying and selling for business purposes) decreased their overall bullish positions to a total net position of +88,475 contracts through October 27th. This is a weekly change of -13,271 contracts from the total net position of +101,746 contracts on October 20th.
IEF 7-10 Year Bond ETF:
Over the same weekly reporting time-frame, from Tuesday October 20th to Tuesday October 27th, the 7-10 Year Treasury Bond ETF advanced from 107.61 to 108.03, according to ETF data for the iShares 7-10 Year Treasury Bond ETF (IEF).
Last 6 Weeks of Large Trader Positions
| Date | Open Interest | Change OI | Net Commercial Positions | Weekly Com Changes | Net Large Specs Positions | Weekly Spec Changes |
| 20150922 | 2644568 | -87085 | 93345 | -44986 | -8529 | 30949 |
| 20150929 | 2753639 | 109071 | 47914 | -45431 | 22490 | 31019 |
| 20151006 | 2769936 | 16297 | 68049 | 20135 | -2543 | -25033 |
| 20151013 | 2794144 | 24208 | 51248 | -16801 | 17692 | 20235 |
| 20151020 | 2775372 | -18772 | 101746 | 50498 | -37813 | -55505 |
| 20151027 | 2756760 | -18612 | 88475 | -13271 | -35663 | 2150 |
*COT Report: The weekly commitment of traders report summarizes the total trader positions for open contracts in the futures trading markets. The CFTC categorizes trader positions according to commercial hedgers (traders who use futures contracts for hedging as part of the business), non-commercials (large traders who speculate to realize trading profits) and nonreportable traders (usually small traders/speculators). Find CFTC criteria here: (http://www.cftc.gov/MarketReports/CommitmentsofTraders/ExplanatoryNotes/index.htm).
Article by CountingPips.com
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