March 17, 2017 / 7:43 PM / 4 months ago

Speculators cut U.S. 10-year T-notes net shorts before Fed -CFTC

3 Min Read

    March 17 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures declined for a second week ahead
of the Federal Reserve's interest rate increase this week,
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
194,392 contracts on March 14, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 298,514 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) 
        14 Mar 2017       Prior week
        week           
 Long         207,280        217,300
 Short        370,921        353,805
 Net         -163,641       -136,505
 
U.S. 5-year T-notes (Contracts of $100,000) 
        14 Mar 2017       Prior week
        week           
 Long         348,813        313,665
 Short        705,884        725,241
 Net         -357,071       -411,576
 
U.S. 10-year T-notes (Contracts of $100,000) 
        14 Mar 2017       Prior week
        week           
 Long         610,939        527,862
 Short        805,331        826,376
 Net         -194,392       -298,514
 
U.S. T-bonds (Contracts of $100,000) 
        14 Mar 2017       Prior week
        week           
 Long          87,785         91,847
 Short        150,033        134,673
 Net          -62,248        -42,826
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        14 Mar 2017       Prior week
        week           
 Long          54,508         53,041
 Short        131,873        117,791
 Net          -77,365        -64,750
 Eurodollar (Contracts of $1,000,000) 
        14 Mar 2017       Prior week
        week           
 Long         331,192        413,948
 Short      3,311,414      3,304,373
 Net       -2,980,222     -2,890,425
 Fed funds (Contracts of $5,000,000)
        14 Mar 2017       Prior week
        week           
 Long         159,489        120,998
 Short        352,202        367,257
 Net         -192,713       -246,259
 
 (Reporting by Richard Leong; Editing by Meredith Mazzilli)
  

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