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Speculative U.S. 10-year T-note net longs highest since 2008 -CFTC
May 12, 2017 / 7:47 PM / 6 months ago

Speculative U.S. 10-year T-note net longs highest since 2008 -CFTC

    May 12 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose earlier this week to their
highest levels since early 2008, while they turned bearish on
federal funds futures for the first time since late 2015,
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 229,119 contracts on May 9, according to the CFTC's latest
Commitments of Traders data.
    This was their highest amount of net longs in 10-year T-note
futures since the 236,037 contracts on Jan. 1, 2008.
    A week earlier, speculators held 179,870 net long positions
in 10-year T-note futures.
    Below is a table of the speculative positions in Treasury
futures on the Chicago Board of Trade and in Eurodollar futures
on the Chicago Mercantile Exchange in the latest week:
 U.S. 2-year T-notes (Contracts of $200,000) 
        May 9, 2017       Prior week
        week           
 Long         213,252        254,962
 Short        204,172        247,340
 Net            9,080          7,622
 
U.S. 5-year T-notes (Contracts of $100,000) 
        May 9, 2017       Prior week
        week           
 Long         480,150        565,373
 Short        626,578        666,714
 Net         -146,428       -101,341
 
U.S. 10-year T-notes (Contracts of $100,000) 
        May 9, 2017       Prior week
        week           
 Long         861,792        830,446
 Short        632,673        650,576
 Net          229,119        179,870
 
U.S. T-bonds (Contracts of $100,000) 
        May 9, 2017       Prior week
        week           
 Long         127,772        114,262
 Short        122,594        105,078
 Net            5,178          9,184
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        May 9, 2017       Prior week
        week           
 Long          32,672         30,870
 Short        140,336        119,632
 Net         -107,664        -88,762
 Eurodollar (Contracts of $1,000,000) 
        May 9, 2017       Prior week
        week           
 Long         519,707        542,113
 Short      3,684,027      3,616,879
 Net       -3,164,320     -3,074,766
 Fed funds 
        May 9, 2017       Prior week
        week           
 Long         248,238        162,034
 Short        222,504        199,420
 Net           25,734        -37,386
 
 (Reporting by Richard Leong; Editing by Tom Brown)
  

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