Speculative net shorts in U.S. 10-year T-note futures rise -CFTC

Fri May 23, 2014 3:40pm EDT

May 23 (Reuters) - Speculators' net bearish bets on U.S. 10-year Treasury note futures rose
in the latest week, while speculative net shorts in Eurodollar futures held near their record
level, according to Commodity Futures Trading Commission data released on Friday.
    The amount of speculators' bearish, or short, positions in 10-year Treasury futures exceeded
bullish, or long, positions by 97,895 contracts on May 20, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 82,180 net short positions in 10-year T-note futures
.
    Speculative net shorts in Eurodollar futures declined to 1.615 million in the latest week,
down 3,125 from the record level set the prior week, the latest data showed.
    Below is a table of the speculative positions in Treasury futures on the Chicago Board of
Trade in the latest week:
 U.S. 2-year T-notes (Contracts of $200,000) 
        20May2014         Prior week
        week           
 Long         249,528        225,137
 Short        212,366        202,397
 Net           37,162         22,740
 
U.S. 5-year T-notes (Contracts of $100,000) 
        20May2014         Prior week
        week           
 Long         279,954        280,001
 Short        342,419        363,520
 Net          -62,465        -83,519
 
U.S. 10-year T-notes (Contracts of $100,000) 
        20May2014         Prior week
        week           
 Long         431,479        421,083
 Short        529,374        503,263
 Net          -97,895        -82,180
 
U.S. T-bonds (Contracts of $100,000) 
        20May2014         Prior week
        week           
 Long         123,923        123,862
 Short         69,172         61,185
 Net           54,751         62,677
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        20May2014         Prior week
        week           
 Long          55,440         55,066
 Short         51,420         50,022
 Net            4,020          5,044
 Eurodollar (Contracts of $1,000,000) 
        20May2014         Prior week
        week           
 Long         722,511        634,177
 Short      2,337,891      2,252,682
 Net       -1,615,380     -1,618,505
 

 (Reporting by Richard Leong; Editing by Meredith Mazzilli)
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