JPM Duration Survey

April 22nd, 2014 7:33 am | by John Jansen |

Via Bloomberg:

RATES: Net Shorts at Highest Level Since May 2013, JPM Says
2014-04-22 11:20:43.411 GMT

By Robert Elson
April 22 (Bloomberg) — The JPMorgan Treasury Client Survey
for the week ended April 21 vs week ended April 14.
* Longs unchanged at 11
* Neutrals 55 vs 57
* Shorts 34 vs 32
* Net longs -23 vs -21
* “The all clients survey shows the most net shorts since
May 28, 2013’’
* Active clients:
* Longs unchanged at 0
* Neutrals 46 vs 54
* Shorts 54 vs 46
* Net longs -54 vs -46
* “The active clients survey shows no outright longs, and
the most net shorts since Feb 19, 2013’’

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