April 7, 2017 / 7:53 PM / 4 months ago

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

    April 7 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose for a fifth consecutive week
to their lowest level since late November, 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
55,766 contracts on April 4, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 69,677 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) 
        04 Apr 2017       Prior week
        week           
 Long         288,462        284,613
 Short        297,210        310,039
 Net           -8,748        -25,426
 
U.S. 5-year T-notes (Contracts of $100,000) 
        04 Apr 2017       Prior week
        week           
 Long         388,543        423,243
 Short        681,911        681,814
 Net         -293,368       -258,571
 
U.S. 10-year T-notes (Contracts of $100,000) 
        04 Apr 2017       Prior week
        week           
 Long         613,690        631,715
 Short        669,456        701,392
 Net          -55,766        -69,677
 
U.S. T-bonds (Contracts of $100,000) 
        04 Apr 2017       Prior week
        week           
 Long         105,118        104,901
 Short        128,176        125,306
 Net          -23,058        -20,405
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        04 Apr 2017       Prior week
        week           
 Long          36,225         40,176
 Short        116,900        124,921
 Net          -80,675        -84,745
 Eurodollar (Contracts of $1,000,000) 
        04 Apr 2017       Prior week
        week           
 Long         439,071        417,957
 Short      3,568,416      3,473,838
 Net       -3,129,345     -3,055,881
 Fed funds 
        04 Apr 2017       Prior week
        week           
 Long         157,867        153,550
 Short        365,048        373,085
 Net         -207,181       -219,535
 
 (Reporting by Richard Leong; Editing by Chizu Nomiyama)
  

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