Reuters logo
Speculative U.S. 10-year T-notes net longs fall -CFTC
May 5, 2017 / 7:42 PM / in 6 months

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

    May 5 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell earlier this week from their
highest level in more than nine years, 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 179,870 contracts on May 2, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 214,642 net long positions
in 10-year T-note futures, which were the most since
March 4, 2008.
    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) 
        May 2, 2017       Prior week
        week           
 Long         254,962        269,991
 Short        247,340        251,015
 Net            7,622         18,976
 
U.S. 5-year T-notes (Contracts of $100,000) 
        May 2, 2017       Prior week
        week           
 Long         565,373        585,619
 Short        666,714        649,444
 Net         -101,341        -63,825
 
U.S. 10-year T-notes (Contracts of $100,000) 
        May 2, 2017       Prior week
        week           
 Long         830,446        826,482
 Short        650,576        611,840
 Net          179,870        214,642
 
U.S. T-bonds (Contracts of $100,000) 
        May 2, 2017       Prior week
        week           
 Long         114,262        115,515
 Short        105,078         94,898
 Net            9,184         20,617
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        May 2, 2017       Prior week
        week           
 Long          30,870         40,134
 Short        119,632        114,419
 Net          -88,762        -74,285
 Eurodollar (Contracts of $1,000,000) 
        May 2, 2017       Prior week
        week           
 Long         542,113        509,464
 Short      3,616,879      3,479,644
 Net       -3,074,766     -2,970,180
 Fed funds (Contracts of $1,000,000) 
        May 2, 2017       Prior week
        week           
 Long         162,034        138,564
 Short        199,420        352,820
 Net          -37,386       -214,256
 
 (Reporting by Richard Leong; Editing by Sandra Maler)
  

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below