August 11, 2017 / 8:28 PM / 7 days ago

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

    Aug 11 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose in latest week, according to
Commodity Futures Trading Commission data released on Friday.
    The number of speculators' bullish, or long, positions in
10-year Treasury futures exceeded bearish, or short, positions
by 229,836 contracts on Aug. 8, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 210,880 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) 
        Aug. 8, 2017      Prior week
        week           
 Long         222,079        183,770
 Short        386,613        380,256
 Net         -164,534       -196,486
 
U.S. 5-year T-notes (Contracts of $100,000) 
        Aug. 8, 2017      Prior week
        week           
 Long         411,315        370,127
 Short        622,438        611,828
 Net         -211,123       -241,701
 
U.S. 10-year T-notes (Contracts of $100,000) 
        Aug. 8, 2017      Prior week
        week           
 Long         900,742        850,606
 Short        670,906        639,726
 Net          229,836        210,880
 
U.S. T-bonds (Contracts of $100,000) 
        Aug. 8, 2017      Prior week
        week           
 Long         217,525        196,109
 Short        140,908        147,299
 Net           76,617         48,810
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        Aug. 8, 2017      Prior week
        week           
 Long          86,334         81,695
 Short        153,156        136,224
 Net          -66,822        -54,529
 Eurodollar (Contracts of $1,000,000) 
        Aug. 8, 2017      Prior week
        week           
 Long         976,745      1,001,820
 Short      2,557,348      2,536,111
 Net       -1,580,603     -1,534,291
 Fed funds (Contracts of $1,000,000) 
        Aug. 8, 2017      Prior week
        week           
 Long          25,747         21,759
 Short        311,772        306,904
 Net         -286,025       -285,145
 
 (Reporting by Richard Leong; Editing by Meredith Mazzilli)
  

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