February 24, 2017 / 8:40 PM / 6 months ago

Speculators trim net shorts in U.S. 10-year T-notes -CFTC

    Feb 24 (Reuters) - Speculators reduced their net bearish
bets on U.S. 10-year Treasury note futures as they weighed
whether the Federal Reserve will raise interest rates in March,
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
302,299 contracts on Feb. 21, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 341,524 net short positions
in 10-year T-note futures.
    The following are tables showing 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) 
        Feb. 21, 2017     Prior week
        week           
 Long         317,140        306,050
 Short        269,039        276,089
 Net           48,101         29,961
 
U.S. 5-year T-notes (Contracts of $100,000) 
        Feb. 21, 2017     Prior week
        week           
 Long         372,861        339,962
 Short        677,810        696,097
 Net         -304,949       -356,135
 
U.S. 10-year T-notes (Contracts of $100,000) 
        Feb. 21, 2017     Prior week
        week           
 Long         528,284        525,758
 Short        830,583        867,282
 Net         -302,299       -341,524
 
U.S. T-bonds (Contracts of $100,000) 
        Feb. 21, 2017     Prior week
        week           
 Long          95,313         94,366
 Short        119,037        120,611
 Net          -23,724        -26,245
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        Feb. 21, 2017     Prior week
        week           
 Long          54,873         52,045
 Short        123,848        121,400
 Net          -68,975        -69,355
 Eurodollar (Contracts of $1,000,000) 
        Feb. 21, 2017     Prior week
        week           
 Long         464,527        469,994
 Short      3,051,633      2,907,557
 Net       -2,587,106     -2,437,563
 Fed funds 
        Feb. 21, 2017     Prior week
        week           
 Long         128,077        136,199
 Short        287,153        276,396
 Net         -159,076       -140,197
 
 (Reporting by Richard Leong)
  

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