February 7, 2014 / 8:40 PM / 4 years ago

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

Feb 7 (Reuters) - Speculators' net
bearish bets on U.S. 10-year Treasury note
futures rose in the latest week for a
third straight week ahead of the January
payrolls report, 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 135,301 contracts on Feb. 4,
according to the CFTC's latest Commitments
of Traders data.
    A week earlier, speculators held
117,759 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) 
         04Feb2014 week         Prior week
 Long            179,596           168,083
 Short           156,030           172,262
 Net              23,566            -4,179
 
U.S. 5-year T-notes (Contracts of
$100,000) 
         04Feb2014 week         Prior week
 Long            234,291           239,706
 Short           335,481           350,528
 Net            -101,190          -110,822
 
U.S. 10-year T-notes (Contracts of
$100,000) 
         04Feb2014 week        Prior week
 Long            308,867          298,913
 Short           444,168          416,672
 Net            -135,301         -117,759
 
U.S. T-bonds (Contracts of $100,000) 
         04Feb2014 week        Prior week
 Long            110,261          133,500
 Short            65,302           64,967
 Net              44,959           68,533
 
U.S. Ultra T-bonds (Contracts of $100,000)
         04Feb2014 week        Prior week
 Long             48,532           50,330
 Short            59,359           60,331
 Net             -10,827          -10,001

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