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Net speculative U.S. 10-year T-notes shorts lowest in a year -CFTC
August 1, 2014 / 8:07 PM / 3 years ago

Net speculative U.S. 10-year T-notes shorts lowest in a year -CFTC

* Speculative net Eurodollar shorts hit record high
    * Speculators cut net longs in T-bond, ultra bond futures
    * Speculators turn net long in two-year T-notes

    Aug 1 (Reuters) - Speculators' net bearish bets on U.S. 10-year Treasury note futures fell
to its lowest level in a year, while their net bearish bets on Eurodollar futures hit a record
high, 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 5,806 contracts on July 29, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 38,159 net short positions in 10-year T-note futures
.
    Meanwhile, the amount of speculators' short positions in Eurodollar futures exceeded long
positions by 1.88 million contracts, up from 1.75 million the previous week, surpassing the
prior record of 1.81 million set three weeks ago, CFTC data showed. 
    Below is a table of the speculative positions in Treasury futures on the Chicago Board of
Trade in the latest week:
 U.S. 2-year T-notes (Contracts of $200,000) 
        29Jul2014         Prior week
        week           
 Long         360,418        240,367
 Short        268,631        259,144
 Net           91,787        -18,777
 
U.S. 5-year T-notes (Contracts of $100,000) 
        29Jul2014         Prior week
        week           
 Long         359,896        359,777
 Short        325,816        308,042
 Net           34,080         51,735
 
U.S. 10-year T-notes (Contracts of $100,000) 
        29Jul2014         Prior week
        week           
 Long         473,286        467,442
 Short        479,092        505,601
 Net           -5,806        -38,159
 
U.S. T-bonds (Contracts of $100,000) 
        29Jul2014         Prior week
        week           
 Long         102,995        108,162
 Short         92,808         93,916
 Net           10,187         14,246
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        29Jul2014         Prior week
        week           
 Long          53,580         55,373
 Short         39,929         36,801
 Net           13,651         18,572
 Eurodollar (Contracts of $1,000,000) 
        29Jul2014         Prior week
        week           
 Long         951,808        951,201
 Short      2,831,930      2,703,890
 Net       -1,880,122     -1,752,689
 

 (Reporting by Richard Leong; Editing by Lisa Shumaker)

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