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Speculative U.S. 10-year T-note net shorts hit five-month low -CFTC
April 21, 2017 / 7:44 PM / 5 months ago

Speculative U.S. 10-year T-note net shorts hit five-month low -CFTC

    April 21 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell to their lowest levels in
about five months, 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
41,300 contracts on April 18, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 64,529 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) 
        18 Apr 2017       Prior week
        week           
 Long         306,261        302,433
 Short        276,558        275,781
 Net           29,703         26,652
 
U.S. 5-year T-notes (Contracts of $100,000) 
        18 Apr 2017       Prior week
        week           
 Long         573,329        447,756
 Short        665,445        655,537
 Net          -92,116       -207,781
 
U.S. 10-year T-notes (Contracts of $100,000) 
        18 Apr 2017       Prior week
        week           
 Long         706,591        682,295
 Short        747,891        746,824
 Net          -41,300        -64,529
 
U.S. T-bonds (Contracts of $100,000) 
        18 Apr 2017       Prior week
        week           
 Long         116,482        106,905
 Short        118,848        119,804
 Net           -2,366        -12,899
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        18 Apr 2017       Prior week
        week           
 Long          39,387         41,893
 Short        118,441        126,362
 Net          -79,054        -84,469
 Eurodollar (Contracts of $1,000,000) 
        18 Apr 2017       Prior week
        week           
 Long         546,496        462,705
 Short      3,419,309      3,674,491
 Net       -2,872,813     -3,211,786
 Fed funds (Contracts of $1,000,000) 
        18 Apr 2017       Prior week
        week           
 Long         159,692        158,418
 Short        391,446        371,183
 Net         -231,754       -212,765
 
 (Reporting by Richard Leong; Editing by Chizu Nomiyama)
  

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