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Speculative U.S. 10-year T-note net longs rise -CFTC
September 15, 2017 / 7:43 PM / 2 months ago

Speculative U.S. 10-year T-note net longs rise -CFTC

    Sept 15 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose earlier this week following a
poor $20 billion auction of 10-year Treasury note, 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 251,679 contracts on Sept. 12, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 221,806 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) 
        12 Sep 2017       Prior week
        week           
 Long         285,846        244,874
 Short        388,652        416,476
 Net         -102,806       -171,602
 
U.S. 5-year T-notes (Contracts of $100,000) 
        12 Sep 2017       Prior week
        week           
 Long         580,981        599,887
 Short        701,141        676,427
 Net         -120,160        -76,540
 
U.S. 10-year T-notes (Contracts of $100,000) 
        12 Sep 2017       Prior week
        week           
 Long         883,680        890,781
 Short        632,001        668,975
 Net          251,679        221,806
 
U.S. T-bonds (Contracts of $100,000) 
        12 Sep 2017       Prior week
        week           
 Long         195,887        194,025
 Short        145,391        141,744
 Net           50,496         52,281
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        12 Sep 2017       Prior week
        week           
 Long          61,444         72,240
 Short        149,504        170,686
 Net          -88,060        -98,446
 Eurodollar (Contracts of $1,000,000) 
        12 Sep 2017       Prior week
        week           
 Long       1,045,365      1,041,741
 Short      2,528,568      2,607,404
 Net       -1,483,203     -1,565,663
 Fed funds (Contracts of $1,000,000) 
        12 Sep 2017       Prior week
        week           
 Long          50,942         40,245
 Short        248,343        284,173
 Net         -197,401       -243,928
 
 (Reporting by Richard Leong; Editing by Chizu Nomiyama)
  

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