Speculators turn net long in U.S. 10-year T-note futures-CFTC

Fri Aug 29, 2014 3:42pm EDT

Speculators turned net bullish on U.S. 10-year Treasury note futures for the first time in 12
months as the bond market rallied this week on falling yields in Europe and safe-haven bids tied
to the escalating conflict in Ukraine, 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 7,940 contracts on Aug. 26, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 43,534 net short positions in 10-year T-note futures
.
    It was first time speculators were net long on 10-year Treasury futures since late July
2013.
    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) 
        26Aug2014         Prior week
        week           
 Long         376,490        358,650
 Short        332,147        258,570
 Net           44,343        100,080
 
U.S. 5-year T-notes (Contracts of $100,000) 
        26Aug2014         Prior week
        week           
 Long         407,050        407,662
 Short        336,877        358,408
 Net           70,173         49,254
 
U.S. 10-year T-notes (Contracts of $100,000) 
        26Aug2014         Prior week
        week           
 Long         418,061        483,102
 Short        410,121        526,636
 Net            7,940        -43,534
 
U.S. T-bonds (Contracts of $100,000) 
        26Aug2014         Prior week
        week           
 Long         124,727        116,838
 Short         92,712         90,392
 Net           32,015         26,446
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        26Aug2014         Prior week
        week           
 Long          57,234         56,657
 Short         37,889         38,059
 Net           19,345         18,598
 Eurodollar (Contracts of $1,000,000) 
        26Aug2014         Prior week
        week           
 Long         946,959        938,377
 Short      2,833,783      2,669,764
 Net       -1,886,824     -1,731,387
 
 (Reporting by Richard Leong; Editing by Chizu Nomiyama)
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