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Speculative U.S. 10-year T-note net shorts fall -CFTC
December 23, 2016 / 8:42 PM / in 7 months

Speculative U.S. 10-year T-note net shorts fall -CFTC

3 Min Read

Dec 23 (Reuters) - Speculators reduced their net bearish
bets on U.S. 10-year Treasury note futures from their highest
levels since April 2010 after the Federal Reserve raised
interest rates, according to Commodity Futures Trading
Commission data released on Friday.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
221,058 contracts on Dec. 20, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 268,395 net short positions
in 10-year T-note futures, which was the most the week
of April 13, 2010.
    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) 
        20 Dec 2016       Prior week
        week           
 Long         205,529        196,729
 Short        230,651        209,079
 Net          -25,122        -12,350
 
U.S. 5-year T-notes (Contracts of $100,000) 
        20 Dec 2016       Prior week
        week           
 Long         337,732        329,761
 Short        661,197        619,919
 Net         -323,465       -290,158
 
U.S. 10-year T-notes (Contracts of $100,000) 
        20 Dec 2016       Prior week
        week           
 Long         509,504        451,989
 Short        730,562        720,384
 Net         -221,058       -268,395
 
U.S. T-bonds (Contracts of $100,000) 
        20 Dec 2016       Prior week
        week           
 Long          95,259         92,750
 Short        106,582        108,284
 Net          -11,323        -15,534
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        20 Dec 2016       Prior week
        week           
 Long          66,490         63,580
 Short        133,014        128,073
 Net          -66,524        -64,493
 Eurodollar (Contracts of $1,000,000) 
        20 Dec 2016       Prior week
        week           
 Long         419,914        453,392
 Short      2,427,778      2,811,876
 Net       -2,007,864     -2,358,484
 Fed funds 
        20 Dec 2016       Prior week
        week           
 Long          86,278        101,157
 Short        147,700        179,150
 Net          -61,422        -77,993
 
 (Reporting by Richard Leong; editing by Diane Craft)

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