Commitment of Traders Chart: U.S. 30-Year Bond

'A' a short signal

The commercials are at a maximum short position (lowest in three years) and there had been a big acceleration of selling starting six weeks earlier of 55% (see the green line at the bottom). A short signal occurred on December 6, 2012, after the previous bullish trend was broken. Holding this short position until the trend ended on February 22, 2013, would have yielded a gain of $6,500 per contract.

'B' a long signal

The commercials are at a maximum long position (longest in three years) and there had been a large acceleration (about 50% in the green line at the bottom) of buying in the previous six weeks. After the bearish trend ended, there was a long entry signal on January 22, 2014. Holding this position until the trend ended on September 4, 2014 would have yielded a gain of $10,800 per contract.

U.S. 30-Year Bond COT chart
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