September 15, 2017 / 9:28 PM / 11 days ago

UPDATE 1-Speculators pare U.S. rates futures net shorts - CFTC

 (New throughout, adds details)
    Sept 15 (Reuters) - Speculators scaled back their bets that
prices on U.S. interest rates futures will fall as investors
reduced their bond holdings with a rebound in Wall Street stocks
and heavy government and corporate bond supply earlier this
week, government data showed on Friday.
    Their net bearish bets on Eurodollar futures fell by 82,460
contracts from the prior week to 1.483 million on Sept. 12, the
lowest since Oct. 9, according to the latest Commodity Futures
Trading Commission data.
    Speculators' net bearish nets on federal funds futures
declined by 46,527 contracts to 197,401, the lowest since July
23, the CFTC's latest Commitments of Traders data showed.

    Among Treasury futures, 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.

    The 10-year note sale on Tuesday fetched below-average
demand from investors.
    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. 
    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 and
David Gregorio)
  

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