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Speculative U.S. 10-year T-note net longs hit six-month low -CFTC
October 20, 2017 / 7:55 PM / in a month

Speculative U.S. 10-year T-note net longs hit six-month low -CFTC

    Oct 20 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell to a six-month low on
expectations of further interest rate increases from the Federal
Reserve, 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 106,291 contracts on Oct. 17, according to the CFTC's latest
Commitments of Traders data.
    That was the least net longs since speculators were net
short by 41,300 on April 18.
    A week earlier, speculators held 192,606 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) 
        17 Oct 2017       Prior week
        week           
 Long         276,978        241,447
 Short        589,431        492,491
 Net         -312,453       -251,044
 
U.S. 5-year T-notes (Contracts of $100,000) 
        17 Oct 2017       Prior week
        week           
 Long         355,004        388,779
 Short        800,583        690,364
 Net         -445,579       -301,585
 
U.S. 10-year T-notes (Contracts of $100,000) 
        17 Oct 2017       Prior week
        week           
 Long         774,341        847,528
 Short        668,050        654,922
 Net          106,291        192,606
 
U.S. T-bonds (Contracts of $100,000) 
        17 Oct 2017       Prior week
        week           
 Long         184,195        172,775
 Short        133,220        145,202
 Net           50,975         27,573
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        17 Oct 2017       Prior week
        week           
 Long          61,277         61,191
 Short        153,454        153,620
 Net          -92,177        -92,429
 Eurodollar (Contracts of $1,000,000) 
        17 Oct 2017       Prior week
        week           
 Long         948,024        913,569
 Short      3,170,922      3,018,168
 Net       -2,222,898     -2,104,599
 Fed funds (Contracts of $1,000,000) 
        17 Oct 2017       Prior week
        week           
 Long         105,199         79,145
 Short        166,795        203,937
 Net          -61,596       -124,792
 
 (Reporting by Richard Leong; Editing by Andrew Hay)
  

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