July 14, 2017 / 7:41 PM / a month ago

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

    July 14 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell for a third 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 257,027 contracts on July 11, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 262,962 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) 
        11 Jul 2017       Prior week
        week           
 Long         182,001        179,819
 Short        438,814        437,006
 Net         -256,813       -257,187
 
U.S. 5-year T-notes (Contracts of $100,000) 
        11 Jul 2017       Prior week
        week           
 Long         353,310        403,416
 Short        628,904        622,709
 Net         -275,594       -219,293
 
U.S. 10-year T-notes (Contracts of $100,000) 
        11 Jul 2017       Prior week
        week           
 Long         822,734        824,954
 Short        565,707        561,992
 Net          257,027        262,962
 
U.S. T-bonds (Contracts of $100,000) 
        11 Jul 2017       Prior week
        week           
 Long         190,123        184,378
 Short        139,691        117,357
 Net           50,432         67,021
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        11 Jul 2017       Prior week
        week           
 Long          74,586         80,930
 Short        130,526        145,115
 Net          -55,940        -64,185
 Eurodollar (Contracts of $1,000,000) 
        11 Jul 2017       Prior week
        week           
 Long         790,835        809,961
 Short      2,452,952      2,440,796
 Net       -1,662,117     -1,630,835
 Fed funds (Contracts of $1,000,000) 
        11 Jul 2017       Prior week
        week           
 Long         183,956        191,926
 Short        362,885        370,799
 Net         -178,929       -178,873
 
 (Reporting by Richard Leong; editing by Diane Craft)
  

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