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Speculative U.S. 10-year T-note net longs highest since 2007: CFTC
May 19, 2017 / 7:44 PM / 2 months ago

Speculative U.S. 10-year T-note net longs highest since 2007: CFTC

3 Min Read

    May 19 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose to its highest level since
late 2007, 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 240,010 contracts on May 16, according to the CFTC's latest
Commitments of Traders data.
    This was the highest level of speculative net longs in
10-year T-note futures since 248,426 contracts on Dec. 25, 2007.
    A week earlier, speculators held 229,119 net long positions
in 10-year T-note futures.
    The following tables show 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 16, 2017      Prior week
        week           
 Long         258,127        213,252
 Short        234,642        204,172
 Net           23,485          9,080
 
U.S. 5-year T-notes (Contracts of $100,000) 
        May 16, 2017      Prior week
        week           
 Long         453,477        480,150
 Short        623,644        626,578
 Net         -170,167       -146,428
 
U.S. 10-year T-notes (Contracts of $100,000) 
        May 16, 2017      Prior week
        week           
 Long         892,977        861,792
 Short        652,967        632,673
 Net          240,010        229,119
 
U.S. T-bonds (Contracts of $100,000) 
        May 16, 2017      Prior week
        week           
 Long         124,265        127,772
 Short        131,113        122,594
 Net           -6,848          5,178
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        May 16, 2017      Prior week
        week           
 Long          34,197         32,672
 Short        140,557        140,336
 Net         -106,360       -107,664
 Eurodollar (Contracts of $1,000,000) 
        May 16, 2017      Prior week
        week           
 Long         667,771        519,707
 Short      3,359,261      3,684,027
 Net       -2,691,490     -3,164,320
 Fed funds (Contracts of $1,000,000) 
        May 16, 2017      Prior week
        week           
 Long         233,367        248,238
 Short        260,558        222,504
 Net          -27,191         25,734
 
 (Reporting by Richard Leong, editing by G Crosse)
  

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