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UPDATE 1-Speculators most net long in U.S. 10-year T-notes in two months-CFTC
September 30, 2016 / 8:02 PM / a year ago

UPDATE 1-Speculators most net long in U.S. 10-year T-notes in two months-CFTC

(Adds details from latest CFTC data)
    Sept 30 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose in the latest week to their
highest levels in two months, 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 140,413 contracts on Sept. 27, according to the CFTC's latest
Commitments of Traders data.
    This was the highest level of speculative net longs in
10-year T-notes since 185,521 contracts on July 26.
    A week earlier, speculators held 116,880 net long positions
in 10-year T-note futures.
    By investor groups, bond dealers' net shorts in 10-year
T-notes rose for a second week, by 14,230 to 58,594. Asset
managers pared their net shorts by 41,769 contracts to 65,365,
while leveraged funds increased their net shorts to 47,412,
which was the most since Aug. 2.
    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) 
        27 Sep 2016       Prior week
        week           
 Long         233,741        220,033
 Short        177,254        188,513
 Net           56,487         31,520
 
U.S. 5-year T-notes (Contracts of $100,000) 
        27 Sep 2016       Prior week
        week           
 Long         432,826        414,420
 Short        581,112        602,494
 Net         -148,286       -188,074
 
U.S. 10-year T-notes (Contracts of $100,000) 
        27 Sep 2016       Prior week
        week           
 Long         718,346        684,632
 Short        577,933        567,752
 Net          140,413        116,880
 
U.S. T-bonds (Contracts of $100,000) 
        27 Sep 2016       Prior week
        week           
 Long         102,279        108,215
 Short        116,027        109,796
 Net          -13,748         -1,581
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        27 Sep 2016       Prior week
        week           
 Long          42,667         43,727
 Short        159,259        155,954
 Net         -116,592       -112,227
 Eurodollar (Contracts of $1,000,000) 
        27 Sep 2016       Prior week
        week           
 Long         770,078        708,888
 Short      1,914,450      1,864,329
 Net       -1,144,372     -1,155,441
 Fed funds 
        27 Sep 2016       Prior week
        week           
 Long         106,942         89,632
 Short        133,590        154,927
 Net          -26,648        -65,295
 
 (Reporting by Richard Leong; Editing by Sandra Maler and
Richard Chang)

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