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Monday, 23 November 2009

10 Year U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE
Commitments of Traders (Delta-adjusted Options & Futures Combined)
November 17, 2009
Category Quantity of Positions
Total Open Interest1,720,039(+159,633)
Non-Commercial Long172,398 (+30,882)
Non-Commercial Short243,210 (+42,468
Commercial Long1,008,638(+31,407)
Commercial Short923,703(-1,560)
Total Long1,417,825(+120,029)
Total Short1,403,703 (+199,926)
Source: CFTC

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