January 13, 2017 / 8:39 PM / 6 months ago

Speculative U.S. 10-year T-note net shorts hit record -CFTC

3 Min Read

Jan 13 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures reached another record high in the
latest week even as benchmark yields retreated further,
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
394,689 contracts on Jan. 10, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 344,931 net short 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) 
        10 Jan 2017       Prior week
        week           
 Long         238,528        192,341
 Short        253,031        241,739
 Net          -14,503        -49,398
 
U.S. 5-year T-notes (Contracts of $100,000) 
        10 Jan 2017       Prior week
        week           
 Long         248,625        251,749
 Short        686,121        662,611
 Net         -437,496       -410,862
 
U.S. 10-year T-notes (Contracts of $100,000) 
        10 Jan 2017       Prior week
        week           
 Long         455,160        471,225
 Short        849,849        816,156
 Net         -394,689       -344,931
 
U.S. T-bonds (Contracts of $100,000) 
        10 Jan 2017       Prior week
        week           
 Long          84,615         81,565
 Short        128,379        113,724
 Net          -43,764        -32,159
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        10 Jan 2017       Prior week
        week           
 Long          62,634         65,426
 Short        136,887        142,425
 Net          -74,253        -76,999
 Eurodollar (Contracts of $1,000,000) 
        10 Jan 2017       Prior week
        week           
 Long         504,186        582,991
 Short      2,946,321      2,699,095
 Net       -2,442,135     -2,116,104
 Fed funds 
        10 Jan 2017       Prior week
        week           
 Long          84,074         63,833
 Short        219,190        173,314
 Net         -135,116       -109,481
 
 (Reporting by Richard Leong; Editing by David Gregorio)

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