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Speculative U.S. 10-year T-note net shorts hit record high -CFTC
March 3, 2017 / 9:03 PM / 7 months ago

Speculative U.S. 10-year T-note net shorts hit record high -CFTC

    March 3 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures reached a record high on Tuesday
on expectations the Federal Reserve may raise interest rates at
its upcoming meeting in March, according to Commodity Futures
Trading Commission data released on Friday.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
409,659 contracts on Feb. 28, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 302,299 net short positions
in 10-year T-note futures.
    Below is a table of the speculative positions in Treasury
futures on the Chicago Board of Trade and in Eurodollar futures
on the Chicago Mercantile Exchange in the latest week:
 U.S. 2-year T-notes (Contracts of $200,000) 
        28 Feb 2017       Prior week
        week           
 Long         263,282        317,140
 Short        293,001        269,039
 Net          -29,719         48,101
 
U.S. 5-year T-notes (Contracts of $100,000) 
        28 Feb 2017       Prior week
        week           
 Long         376,450        372,861
 Short        663,816        677,810
 Net         -287,366       -304,949
 
U.S. 10-year T-notes (Contracts of $100,000) 
        28 Feb 2017       Prior week
        week           
 Long         472,169        528,284
 Short        881,828        830,583
 Net         -409,659       -302,299
 
U.S. T-bonds (Contracts of $100,000) 
        28 Feb 2017       Prior week
        week           
 Long          91,092         95,313
 Short        112,956        119,037
 Net          -21,864        -23,724
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        28 Feb 2017       Prior week
        week           
 Long          56,880         54,873
 Short        124,283        123,848
 Net          -67,403        -68,975
 Eurodollar (Contracts of $1,000,000) 
        28 Feb 2017       Prior week
        week           
 Long         393,581        464,527
 Short      3,073,460      3,051,633
 Net       -2,679,879     -2,587,106
 Fed funds 
        28 Feb 2017       Prior week
        week           
 Long         197,687        128,077
 Short        352,629        287,153
 Net         -154,942       -159,076
 
 (Reporting by Richard Leong; Editing by James Dalgleish)
  

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