Reuters logo
2 months ago
Speculative U.S. 10-year T-note net longs rise before Fed meeting -CFTC
June 16, 2017 / 7:41 PM / 2 months ago

Speculative U.S. 10-year T-note net longs rise before Fed meeting -CFTC

    June 16 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose earlier this week ahead of
the Federal Reserve's widely expected interest rate increase,
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 273,969 contracts on June 13, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 212,066 net short 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) 
        13 Jun 2017       Prior week
        week           
 Long         262,864        248,321
 Short        343,029        287,639
 Net          -80,165        -39,318
 
U.S. 5-year T-notes (Contracts of $100,000) 
        13 Jun 2017       Prior week
        week           
 Long         556,451        531,661
 Short        609,253        626,965
 Net          -52,802        -95,304
 
U.S. 10-year T-notes (Contracts of $100,000) 
        13 Jun 2017       Prior week
        week           
 Long         830,911        878,894
 Short        556,942        666,828
 Net          273,969        212,066
 
U.S. T-bonds (Contracts of $100,000) 
        13 Jun 2017       Prior week
        week           
 Long         176,070        159,365
 Short        117,261        136,455
 Net           58,809         22,910
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        13 Jun 2017       Prior week
        week           
 Long          33,308         39,345
 Short        131,263        138,394
 Net          -97,955        -99,049
 Eurodollar (Contracts of $1,000,000) 
        13 Jun 2017       Prior week
        week           
 Long       1,034,586        881,830
 Short      2,904,796      3,147,743
 Net       -1,870,210     -2,265,913
 Fed funds (Contracts of $1,000,000) 
        13 Jun 2017       Prior week
        week           
 Long         326,953        321,166
 Short        294,841        322,134
 Net           32,112           -968
 
 (Reporting by Richard Leong; Editing by James Dalgleish)
  

0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below