December 15, 2017 / 8:50 PM / 5 months ago

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

    Dec 15 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose earlier this week ahead of
the Federal Reserve's expected decision to raise interest rates,
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 44,741 contracts on Dec. 12, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 14,345 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 Dec 2017       Prior week
        week           
 Long         407,705        383,346
 Short        578,145        572,474
 Net         -170,440       -189,128
 
U.S. 5-year T-notes (Contracts of $100,000) 
        12 Dec 2017       Prior week
        week           
 Long         563,573        544,010
 Short        888,570        915,498
 Net         -324,997       -371,488
 
U.S. 10-year T-notes (Contracts of $100,000) 
        12 Dec 2017       Prior week
        week           
 Long         791,302        725,954
 Short        746,561        711,609
 Net           44,741         14,345
 
U.S. T-bonds (Contracts of $100,000) 
        12 Dec 2017       Prior week
        week           
 Long         207,452        188,843
 Short        106,542        114,301
 Net          100,910         74,542
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        12 Dec 2017       Prior week
        week           
 Long          54,091         55,348
 Short        160,617        156,940
 Net         -106,526       -101,592
 Eurodollar (Contracts of $1,000,000) 
        12 Dec 2017       Prior week
        week           
 Long         976,681        950,915
 Short      3,438,917      3,382,060
 Net       -2,462,236     -2,431,145
 Fed funds (Contracts of $1,000,000) 
        12 Dec 2017       Prior week
        week           
 Long         106,008         90,867
 Short        192,788        183,268
 Net          -86,780        -92,401
 
 (Reporting by Richard Leong)
  
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