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Speculative net shorts in U.S. 10-year T-note futures rise-CFTC
June 20, 2014 / 7:36 PM / 3 years ago

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

June 20 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose for a third week to their
high in a month, 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
85,830 contracts on June 17, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 71,903 net short positions
in 10-year T-note futures.
    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) 
        17Jun2014         Prior week
        week           
 Long         203,975        206,613
 Short        230,548        182,329
 Net          -26,573         24,284
 
U.S. 5-year T-notes (Contracts of $100,000) 
        17Jun2014         Prior week
        week           
 Long         312,342        316,908
 Short        313,471        288,833
 Net           -1,129         28,075
 
U.S. 10-year T-notes (Contracts of $100,000) 
        17Jun2014         Prior week
        week           
 Long         365,722        371,971
 Short        451,552        443,874
 Net          -85,830        -71,903
 
U.S. T-bonds (Contracts of $100,000) 
        17Jun2014         Prior week
        week           
 Long          85,243         78,536
 Short         79,683         72,639
 Net            5,560          5,897
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        17Jun2014         Prior week
        week           
 Long          50,855         46,367
 Short         37,610         39,287
 Net           13,245          7,080
 Eurodollar (Contracts of $1,000,000) 
        17Jun2014         Prior week
        week           
 Long         868,380        887,379
 Short      2,314,229      2,394,843
 Net       -1,445,849     -1,507,464
 
 (Reporting by Richard Leong; Editing by James Dalgleish)

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