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Speculative U.S. 10-year T-note net longs at one-month low: CFTC
October 6, 2017 / 7:43 PM / 2 months ago

Speculative U.S. 10-year T-note net longs at one-month low: CFTC

    Oct 6 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell earlier this week to the
lowest level in a month on upbeat economic data, 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 232,156 contracts on Oct. 3, according to the CFTC's latest
Commitments of Traders data.
    This was the lowest level of net shorts in U.S. 10-year
T-notes since 221,806 contracts on Sept. 5.
    A week earlier, speculators held 256,626 net long positions
in 10-year T-note futures.
    The following data show 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) 
        Oct. 3, 2017      Prior week
        week           
 Long         226,421        281,175
 Short        453,261        464,072
 Net         -226,840       -182,897
 
U.S. 5-year T-notes (Contracts of $100,000) 
        Oct. 3, 2017      Prior week
        week           
 Long         396,625        425,387
 Short        680,424        653,661
 Net         -283,799       -228,274
 
U.S. 10-year T-notes (Contracts of $100,000) 
        Oct. 3, 2017      Prior week
        week           
 Long         866,991        893,344
 Short        634,835        636,718
 Net          232,156        256,626
 
U.S. T-bonds (Contracts of $100,000) 
        Oct. 3, 2017      Prior week
        week           
 Long         161,896        183,498
 Short        147,125        130,588
 Net           14,771         52,910
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        Oct. 3, 2017      Prior week
        week           
 Long          64,509         54,836
 Short        148,347        153,564
 Net          -83,838        -98,728
 Eurodollar (Contracts of $1,000,000) 
        Oct. 3, 2017      Prior week
        week           
 Long         897,584        877,915
 Short      2,706,852      2,572,191
 Net       -1,809,268     -1,694,276
 Fed funds (Contracts of $1,000,000) 
        Oct. 3, 2017      Prior week
        week           
 Long          52,493         81,312
 Short        198,013        222,590
 Net         -145,520       -141,278
 
 (Reporting by Richard Leong, editing by G Crosse)
  

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