September 29, 2017 / 7:42 PM / 22 days ago

Speculative U.S. 10-year T-note net long falls -CFTC

Speculators' net bullish bets on U.S. 10-year Treasury note
futures fell earlier this week in the wake of remarks from
Federal Reserve Chair Janet Yellen about higher rates, 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 256,626 contracts on Sept. 26, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 270,120 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) 
        26 Sep 2017       Prior week
        week           
 Long         281,175        262,220
 Short        464,072        361,607
 Net         -182,897        -99,387
 
U.S. 5-year T-notes (Contracts of $100,000) 
        26 Sep 2017       Prior week
        week           
 Long         425,387        450,808
 Short        653,661        661,671
 Net         -228,274       -210,863
 
U.S. 10-year T-notes (Contracts of $100,000) 
        26 Sep 2017       Prior week
        week           
 Long         893,344        925,297
 Short        636,718        655,177
 Net          256,626        270,120
 
U.S. T-bonds (Contracts of $100,000) 
        26 Sep 2017       Prior week
        week           
 Long         183,498        178,726
 Short        130,588        120,603
 Net           52,910         58,123
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        26 Sep 2017       Prior week
        week           
 Long          54,836         57,786
 Short        153,564        145,625
 Net          -98,728        -87,839
 Eurodollar (Contracts of $1,000,000) 
        26 Sep 2017       Prior week
        week           
 Long         877,915        970,521
 Short      2,572,191      2,417,034
 Net       -1,694,276     -1,446,513
 Fed funds (Contracts of $1,000,000) 
        26 Sep 2017       Prior week
        week           
 Long          81,312         63,370
 Short        222,590        235,934
 Net         -141,278       -172,564
 
 (Reporting by Richard Leong; editing by Diane Craft)
  

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