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Speculative net shorts in U.S. 10-year T-note futures fall-CFTC
May 16, 2014 / 7:40 PM / 3 years ago

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

May 16 (Reuters) - Speculators' net bearish bets on U.S. 10-year Treasury note futures fell
in the latest week, 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 82,180 contracts on May 13, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 129,409 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) 
        13May2014         Prior week
        week           
 Long         225,137        200,364
 Short        202,397        214,713
 Net           22,740        -14,349
 
U.S. 5-year T-notes (Contracts of $100,000) 
        13May2014         Prior week
        week           
 Long         280,001        226,496
 Short        363,520        359,778
 Net          -83,519       -133,282
 
U.S. 10-year T-notes (Contracts of $100,000) 
        13May2014         Prior week
        week           
 Long         421,083        340,698
 Short        503,263        470,107
 Net          -82,180       -129,409
 
U.S. T-bonds (Contracts of $100,000) 
        13May2014         Prior week
        week           
 Long         123,862        105,001
 Short         61,185         69,324
 Net           62,677         35,677
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        13May2014         Prior week
        week           
 Long          55,066         56,194
 Short         50,022         47,956
 Net            5,044          8,238
 U.S. Eurodollar futures (Contracts of $1,000,000) 
        13May2014         Prior week
        week           
 Long         634,177        645,396
 Short      2,252,682      2,203,414
 Net       -1,618,505     -1,558,018
 
 (Reporting by Richard Leong; Editing by Chizu Nomiyama)

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