June 9, 2017 / 8:00 PM / 2 months ago

Speculative U.S. 10-year T-note net longs fall in week -CFTC

3 Min Read

    June 9 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell for a second straight week,
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 212,066 contracts on June 6, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 258,165 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) 
        06 Jun 2017       Prior week
        week           
 Long         248,321        228,431
 Short        287,639        239,430
 Net          -39,318        -10,999
 
U.S. 5-year T-notes (Contracts of $100,000) 
        06 Jun 2017       Prior week
        week           
 Long         531,661        503,499
 Short        626,965        589,970
 Net          -95,304        -86,471
 
U.S. 10-year T-notes (Contracts of $100,000) 
        06 Jun 2017       Prior week
        week           
 Long         878,894        877,526
 Short        666,828        619,361
 Net          212,066        258,165
 
U.S. T-bonds (Contracts of $100,000) 
        06 Jun 2017       Prior week
        week           
 Long         159,365        155,658
 Short        136,455        134,638
 Net           22,910         21,020
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        06 Jun 2017       Prior week
        week           
 Long          39,345         31,191
 Short        138,394        143,630
 Net          -99,049       -112,439
 Eurodollar (Contracts of $1,000,000) 
        06 Jun 2017       Prior week
        week           
 Long         881,830        755,600
 Short      3,147,743      3,212,645
 Net       -2,265,913     -2,457,045
 Fed funds (Contracts of $1,000,000) 
        06 Jun 2017       Prior week
        week           
 Long         321,166        300,539
 Short        322,134        302,479
 Net             -968         -1,940
 
 (Reporting by Richard Leong; Editing by Lisa Shumaker)
  

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