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Speculative U.S. 10-year T-note net shorts rise in week -CFTC
April 14, 2017 / 7:51 PM / 5 months ago

Speculative U.S. 10-year T-note net shorts rise in week -CFTC

    April 14 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose for the first time in five
weeks, suggesting the current rally in the bond market might be
ready for a pause, 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
64,529 contracts on April 11, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 55,766 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) 
        11 Apr 2017       Prior week
        week           
 Long         302,433        288,462
 Short        275,781        297,210
 Net           26,652         -8,748
 
U.S. 5-year T-notes (Contracts of $100,000) 
        11 Apr 2017       Prior week
        week           
 Long         447,756        388,543
 Short        655,537        681,911
 Net         -207,781       -293,368
 
U.S. 10-year T-notes (Contracts of $100,000) 
        11 Apr 2017       Prior week
        week           
 Long         682,295        613,690
 Short        746,824        669,456
 Net          -64,529        -55,766
 
U.S. T-bonds (Contracts of $100,000) 
        11 Apr 2017       Prior week
        week           
 Long         106,905        105,118
 Short        119,804        128,176
 Net          -12,899        -23,058
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        11 Apr 2017       Prior week
        week           
 Long          41,893         36,225
 Short        126,362        116,900
 Net          -84,469        -80,675
 Eurodollar (Contracts of $1,000,000) 
        11 Apr 2017       Prior week
        week           
 Long         462,705        439,071
 Short      3,674,491      3,568,416
 Net       -3,211,786     -3,129,345
 Fed funds (Contracts of $1,000,000) 
        11 Apr 2017       Prior week
        week           
 Long         158,418        157,867
 Short        371,183        365,048
 Net         -212,765       -207,181
 
 (Reporting by Richard Leong; Editing by Alden Bentley)
  

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