June 23, 2017 / 7:53 PM / 2 months ago

Speculative U.S. 10-year T-note net longs rise -CFTC

    June 23 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose for a second week on bets
that inflation would stay muted, making it favorable to own
longer-dated bonds, 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 345,172 contracts on June 20, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 273,969 net long 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) 
        20 Jun 2017       Prior week
        week           
 Long         210,728        262,864
 Short        323,595        343,029
 Net         -112,867        -80,165
 
U.S. 5-year T-notes (Contracts of $100,000) 
        20 Jun 2017       Prior week
        week           
 Long         487,224        556,451
 Short        623,985        609,253
 Net         -136,761        -52,802
 
U.S. 10-year T-notes (Contracts of $100,000) 
        20 Jun 2017       Prior week
        week           
 Long         898,935        830,911
 Short        553,763        556,942
 Net          345,172        273,969
 
U.S. T-bonds (Contracts of $100,000) 
        20 Jun 2017       Prior week
        week           
 Long         183,458        176,070
 Short        121,827        117,261
 Net           61,631         58,809
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        20 Jun 2017       Prior week
        week           
 Long          38,145         33,308
 Short        141,690        131,263
 Net         -103,545        -97,955
 Eurodollar (Contracts of $1,000,000) 
        20 Jun 2017       Prior week
        week           
 Long         751,379      1,034,586
 Short      2,418,865      2,904,796
 Net       -1,667,486     -1,870,210
 Fed funds (Contracts of $1,000,000) 
        20 Jun 2017       Prior week
        week           
 Long         279,223        326,953
 Short        335,412        294,841
 Net          -56,189         32,112
 
 (Reporting by Richard Leong; Editing by Leslie Adler)
  

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