More Futures Contracts Benefiting From a Bond Price Increase versus those Benefiting from a bond price decline?

Not that I care, but I question that math. I believe every futures contract is a zero sum game where one speculator or hedger wins and the other loses the exact same amount (and both pay commissions).

I do not believe there is such a thing as there being more contracts that benefit from one direction or the other in the futures market. It is a zero sum game. (Unlike stocks which is a whole 'nother story).

Perhaps this can be explained in a future column. (no pun intended)