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US Treasury Bond committment of traders report | Asset-Specific Analysis | Aug 28 2019


10 indicators at extremes




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Market Extremes | US Treasury Bond committment of traders report


Below is a table of market indicators for US Treasury Bond committment of traders report that are exhibiting extremes. The chart above is a selection of indicators that VanAurum has calculated to be the most significant on a historical basis.

Note: you can sort by column by clicking on the column titles.

ID Date Asset Indicator Percentile Value
424774 08/28/2019 US_TREASURY_BONDS_COT_FO Tot_Spec_Short_Perc_OI 0.145137880986938 46.2279651115797
424773 08/28/2019 US_TREASURY_BONDS_COT_FO Tot_Spec_Long_Perc_OI 2.61248185776488 55.308800728924
424777 08/28/2019 US_TREASURY_BONDS_COT_FO Small_Long 97.8229317851959 195460.0
424770 08/28/2019 US_TREASURY_BONDS_COT_FO Non_Reportable_Longs 97.8229317851959 195460.0
424771 08/28/2019 US_TREASURY_BONDS_COT_FO 78_Period_Max_Spec_Long 97.9575163398693 810179.0
424772 08/28/2019 US_TREASURY_BONDS_COT_FO 78_Period_Min_Spec_Long 98.202614379085 575799.0
424768 08/28/2019 US_TREASURY_BONDS_COT_FO Total_Reportable_Longs 99.8548621190131 1165450.0
424767 08/28/2019 US_TREASURY_BONDS_COT_FO Other_Reportable_Longs 100.0 65126.0
424769 08/28/2019 US_TREASURY_BONDS_COT_FO Total_Reportable_Shorts 100.0 1191563.0
424766 08/28/2019 US_TREASURY_BONDS_COT_FO Open_Interest 100.0 1360910.0