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Speculative U.S. 10-year T-note net longs rise in week -CFTC
November 13, 2017 / 8:41 PM / 6 days ago

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

    Nov 13 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose nearly a week ago when the
gap between short-and-long dated bond yields shrank to its
narrowest level in a decade, according to Commodity Futures
Trading Commission data released on Monday.
    The amount of speculators' bullish, or long, positions in
10-year Treasury futures exceeded bearish, or short, positions
by 50,063 contracts on Nov. 10, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 2,724 net long positions in
10-year T-note futures, which was the lowest level
since April.
    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) 
        10 Nov 2017       Prior week
        week           
 Long         340,408        253,731
 Short        515,313        493,447
 Net         -174,905       -239,716
 
U.S. 5-year T-notes (Contracts of $100,000) 
        10 Nov 2017       Prior week
        week           
 Long         540,710        367,932
 Short        870,915        837,777
 Net         -330,205       -469,845
 
U.S. 10-year T-notes (Contracts of $100,000) 
        10 Nov 2017       Prior week
        week           
 Long         699,411        719,573
 Short        649,348        716,849
 Net           50,063          2,724
 
U.S. T-bonds (Contracts of $100,000) 
        10 Nov 2017       Prior week
        week           
 Long         176,664        152,121
 Short        137,299        139,448
 Net           39,365         12,673
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        10 Nov 2017       Prior week
        week           
 Long          49,412         48,698
 Short        160,287        152,805
 Net         -110,875       -104,107
 Eurodollar (Contracts of $1,000,000) 
        10 Nov 2017       Prior week
        week           
 Long         835,354        904,686
 Short      3,367,144      3,133,665
 Net       -2,531,790     -2,228,979
 Fed funds (Contracts of $1,000,000) 
        10 Nov 2017       Prior week
        week           
 Long          74,225        136,443
 Short        168,249        166,264
 Net          -94,024        -29,821
 
 (Reporting by Richard Leong; editing by Diane Craft)
  

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