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Speculative U.S. 10-year T-note net longs fall from 9-year peak -CFTC
June 2, 2017 / 7:57 PM / in 6 months

Speculative U.S. 10-year T-note net longs fall from 9-year peak -CFTC

    June 2 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell their greatest amount in more
than nine years earlier this 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 258,165 contracts on May 30, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 362,501 net long positions
in 10-year T-note futures, which was their most net
long in 10-year T-notes since Dec. 11, 2007.
    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) 
        30 May 2017       Prior week
        week           
 Long         228,431        232,330
 Short        239,430        251,656
 Net          -10,999        -19,326
 
U.S. 5-year T-notes (Contracts of $100,000) 
        30 May 2017       Prior week
        week           
 Long         503,499        500,596
 Short        589,970        624,289
 Net          -86,471       -123,693
 
U.S. 10-year T-notes (Contracts of $100,000) 
        30 May 2017       Prior week
        week           
 Long         877,526        947,807
 Short        619,361        585,306
 Net          258,165        362,501
 
U.S. T-bonds (Contracts of $100,000) 
        30 May 2017       Prior week
        week           
 Long         155,658        164,828
 Short        134,638        117,536
 Net           21,020         47,292
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        30 May 2017       Prior week
        week           
 Long          31,191         32,295
 Short        143,630        140,957
 Net         -112,439       -108,662
 Eurodollar (Contracts of $1,000,000) 
        30 May 2017       Prior week
        week           
 Long         755,600        754,831
 Short      3,212,645      3,208,229
 Net       -2,457,045     -2,453,398
 Fed funds (Contracts of $1,000,000) 
        30 May 2017       Prior week
        week           
 Long         300,539        296,606
 Short        302,479        301,564
 Net           -1,940         -4,958
 
 (Reporting by Richard Leong; Editing by Jonathan Oatis)
  

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