October 27, 2017 / 7:46 PM / 2 months ago

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

    Oct 27 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose from six-month lows earlier
this week even as yields were rising with stronger stock prices,
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 153,597 contracts on Oct. 24, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 106,291 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) 
        24 Oct 2017       Prior week
        week           
 Long         249,530        276,978
 Short        545,278        589,431
 Net         -295,748       -312,453
 
U.S. 5-year T-notes (Contracts of $100,000) 
        24 Oct 2017       Prior week
        week           
 Long         420,919        355,004
 Short        806,878        800,583
 Net         -385,959       -445,579
 
U.S. 10-year T-notes (Contracts of $100,000) 
        24 Oct 2017       Prior week
        week           
 Long         870,062        774,341
 Short        716,465        668,050
 Net          153,597        106,291
 
U.S. T-bonds (Contracts of $100,000) 
        24 Oct 2017       Prior week
        week           
 Long         178,761        184,195
 Short        140,063        133,220
 Net           38,698         50,975
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        24 Oct 2017       Prior week
        week           
 Long          48,118         61,277
 Short        148,729        153,454
 Net         -100,611        -92,177
 Eurodollar (Contracts of $1,000,000) 
        24 Oct 2017       Prior week
        week           
 Long         964,362        948,024
 Short      3,133,570      3,170,922
 Net       -2,169,208     -2,222,898
 Fed funds (Contracts of $1,000,000) 
        24 Oct 2017       Prior week
        week           
 Long         125,979        105,199
 Short        160,125        166,795
 Net          -34,146        -61,596
 
 (Reporting by Richard Leong; Editing by Nick Zieminski)
  

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