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Speculators turn net short in U.S. 10-year T-notes -CFTC
December 2, 2016 / 8:51 PM / 10 months ago

Speculators turn net short in U.S. 10-year T-notes -CFTC

Dec 2 (Reuters) - More speculators turned bearish on U.S.
10-year Treasury note futures on a renewed view that inflation
would accelerate under the economic policies of a Trump
administration, 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
96,267 contracts on Nov. 29 , according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 172,648 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) 
        29 Nov 2016       Prior week
        week           
 Long         184,060        180,702
 Short        197,522        207,111
 Net          -13,462        -26,409
 
U.S. 5-year T-notes (Contracts of $100,000) 
        29 Nov 2016       Prior week
        week           
 Long         339,472        357,020
 Short        642,972        618,308
 Net         -303,500       -261,288
 
U.S. 10-year T-notes (Contracts of $100,000) 
        29 Nov 2016       Prior week
        week           
 Long         519,109        727,482
 Short        615,376        554,834
 Net          -96,267        172,648
 
U.S. T-bonds (Contracts of $100,000) 
        29 Nov 2016       Prior week
        week           
 Long          85,380         99,364
 Short        109,695         99,130
 Net          -24,315            234
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        29 Nov 2016       Prior week
        week           
 Long          50,166         45,993
 Short        127,721        135,179
 Net          -77,555        -89,186
 Eurodollar (Contracts of $1,000,000) 
        29 Nov 2016       Prior week
        week           
 Long         586,567        580,648
 Short      2,727,027      2,683,785
 Net       -2,140,460     -2,103,137
 Fed funds 
        29 Nov 2016       Prior week
        week           
 Long          76,007         56,802
 Short        131,592        121,143
 Net          -55,585        -64,341
 
 (Reporting by Richard Leong; editing by Diane Craft)

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