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Speculative net longs in U.S. 10-year T-notes fall -CFTC
October 14, 2016 / 7:51 PM / a year ago

Speculative net longs in U.S. 10-year T-notes fall -CFTC

Oct 14 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell sharply as benchmark yields
this week touched their highest levels since June, according to
Commodity Futures Trading Commission data released on Friday.
    The amount of speculators' bullish, or long, positions in
10-year Treasury futures exceeded bearish, or short, positions
by 43,827 contracts on Oct. 11, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 127,169 net long positions
in 10-year T-note futures.
    Benchmark 10-year Treasury yield was 1.794
percent on Friday, up more than 5 basis points from late
Thursday and week-ago level. 
    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) 
        11 Oct 2016       Prior week
        week           
 Long         208,565        225,902
 Short        228,456        201,852
 Net          -19,891         24,050
 
U.S. 5-year T-notes (Contracts of $100,000) 
        11 Oct 2016       Prior week
        week           
 Long         346,307        393,668
 Short        617,297        607,812
 Net         -270,990       -214,144
 
U.S. 10-year T-notes (Contracts of $100,000) 
        11 Oct 2016       Prior week
        week           
 Long         657,457        688,927
 Short        613,630        561,758
 Net           43,827        127,169
 
U.S. T-bonds (Contracts of $100,000) 
        11 Oct 2016       Prior week
        week           
 Long         112,477        108,944
 Short        113,462         98,595
 Net             -985         10,349
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        11 Oct 2016       Prior week
        week           
 Long          46,339         43,841
 Short        157,837        160,452
 Net         -111,498       -116,611
 Eurodollar (Contracts of $1,000,000) 
        11 Oct 2016       Prior week
        week           
 Long         637,079        798,204
 Short      2,220,463      2,053,291
 Net       -1,583,384     -1,255,087
 Fed funds 
        11 Oct 2016       Prior week
        week           
 Long         132,168         85,099
 Short        158,905        132,831
 Net          -26,737        -47,732
 
 (Reporting by Richard Leong; Editing by James Dalgleish)

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