July 6, 2015 / 7:56 PM / 2 years ago

Spec net shorts in U.S. 10-year T-note futures lowest since Sept -CFTC

July 6 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell to their lowest level since
September last week on worries about the absence of a deal
between Greece and its creditors, according to Commodity Futures
Trading Commission data released on Monday.
    Speculators also pared their net bearish positions in
10-year T-note futures before the release of the government's
June  payrolls report last Thursday.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
3,504 contracts on June 30, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 46,736 net short positions
in 10-year T-note futures.
    In the week of Sept. 23, speculators held net longs in
10-year T-note futures by 8,844 contracts.
    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) 
        03 Jul 2015       Prior week
        week           
 Long         428,853        395,994
 Short        285,020        283,906
 Net          143,833        112,088
 
U.S. 5-year T-notes (Contracts of $100,000) 
        03 Jul 2015       Prior week
        week           
 Long         352,276        342,728
 Short        431,452        393,869
 Net          -79,176        -51,141
 
U.S. 10-year T-notes (Contracts of $100,000) 
        03 Jul 2015       Prior week
        week           
 Long         451,637        420,451
 Short        455,141        467,187
 Net           -3,504        -46,736
 
U.S. T-bonds (Contracts of $100,000) 
        03 Jul 2015       Prior week
        week           
 Long          57,066         71,407
 Short         61,171         56,842
 Net           -4,105         14,565
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        03 Jul 2015       Prior week
        week           
 Long          50,444         55,934
 Short         91,064         80,693
 Net          -40,620        -24,759
 Eurodollar (Contracts of $1,000,000) 
        03 Jul 2015       Prior week
        week           
 Long       1,650,737      1,684,195
 Short      1,403,331      1,366,553
 Net          247,406        317,642
 

 (Reporting by Richard Leong; Editing by Lisa Shumaker)

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