May 26, 2017 / 7:42 PM / 2 months ago

Speculative U.S. 10-year T-note net longs highest since 2007 -CFTC

3 Min Read

    May 26 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures increased for third straight week
to their highest level since late 2007, according to Commodity
Futures Trading Commission data released on Friday.
    The amount of speculators' bullish, or long, positions in
10-year Treasury futures exceeded bearish, or short, positions
by 362,501 contracts on May 23, according to the CFTC's latest
Commitments of Traders data.
    This was the most speculative net longs in 10-year T-notes
since 376,397 contracts on Dec. 11, 2007.
    A week earlier, speculators held 240,010 net long 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) 
        23 May 2017       Prior week
        week           
 Long         232,330        258,127
 Short        251,656        234,642
 Net          -19,326         23,485
 
U.S. 5-year T-notes (Contracts of $100,000) 
        23 May 2017       Prior week
        week           
 Long         500,596        453,477
 Short        624,289        623,644
 Net         -123,693       -170,167
 
U.S. 10-year T-notes (Contracts of $100,000) 
        23 May 2017       Prior week
        week           
 Long         947,807        892,977
 Short        585,306        652,967
 Net          362,501        240,010
 
U.S. T-bonds (Contracts of $100,000) 
        23 May 2017       Prior week
        week           
 Long         164,828        124,265
 Short        117,536        131,113
 Net           47,292         -6,848
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        23 May 2017       Prior week
        week           
 Long          32,295         34,197
 Short        140,957        140,557
 Net         -108,662       -106,360
 Eurodollar (Contracts of $1,000,000) 
        23 May 2017       Prior week
        week           
 Long         754,831        667,771
 Short      3,208,229      3,359,261
 Net       -2,453,398     -2,691,490
 Fed funds (Contracts of $1,000,000) 
        23 May 2017       Prior week
        week           
 Long         296,606        233,367
 Short        301,564        260,558
 Net           -4,958        -27,191
 
 (Reporting by Richard Leong; Editing by Lisa Shumaker)
  

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