March 10, 2017 / 8:45 PM / 7 months ago

Speculative U.S. 10-year T-note net shorts fall from record high -CFTC

    March 10 (Reuters) - Speculators scaled back their net
bearish bets on U.S. 10-year Treasury note futures from a record
high ahead of the February U.S. payrolls report, 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
298,514 contracts on March 7, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 409,659 net short positions
in 10-year T-note futures, which was a record high.
    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) 
        07 Mar 2017       Prior week
        week           
 Long         217,300        263,282
 Short        353,805        293,001
 Net         -136,505        -29,719
 
U.S. 5-year T-notes (Contracts of $100,000) 
        07 Mar 2017       Prior week
        week           
 Long         313,665        376,450
 Short        725,241        663,816
 Net         -411,576       -287,366
 
U.S. 10-year T-notes (Contracts of $100,000) 
        07 Mar 2017       Prior week
        week           
 Long         527,862        472,169
 Short        826,376        881,828
 Net         -298,514       -409,659
 
U.S. T-bonds (Contracts of $100,000) 
        07 Mar 2017       Prior week
        week           
 Long          91,847         91,092
 Short        134,673        112,956
 Net          -42,826        -21,864
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        07 Mar 2017       Prior week
        week           
 Long          53,041         56,880
 Short        117,791        124,283
 Net          -64,750        -67,403
 Eurodollar (Contracts of $1,000,000) 
        07 Mar 2017       Prior week
        week           
 Long         413,948        393,581
 Short      3,304,373      3,073,460
 Net       -2,890,425     -2,679,879
 Fed funds 
        07 Mar 2017       Prior week
        week           
 Long         120,998        197,687
 Short        367,257        352,629
 Net         -246,259       -154,942
 
 (Reporting by Richard Leong; Editing by Dan Grebler)
  

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