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Speculative U.S. 10-year T-notes net shorts most in 11 months -CFTC
December 9, 2016 / 8:43 PM / 8 months ago

Speculative U.S. 10-year T-notes net shorts most in 11 months -CFTC

Dec 9 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to their highest since early
January on bets of rising inflation under a Trump
administration, 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
228,604 contracts on Dec. 6, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 96,267 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) 
        06 Dec 2016       Prior week
        week           
 Long         196,880        184,060
 Short        210,632        197,522
 Net          -13,752        -13,462
 
U.S. 5-year T-notes (Contracts of $100,000) 
        06 Dec 2016       Prior week
        week           
 Long         316,796        339,472
 Short        606,522        642,972
 Net         -289,726       -303,500
 
U.S. 10-year T-notes (Contracts of $100,000) 
        06 Dec 2016       Prior week
        week           
 Long         482,481        519,109
 Short        711,085        615,376
 Net         -228,604        -96,267
 
U.S. T-bonds (Contracts of $100,000) 
        06 Dec 2016       Prior week
        week           
 Long          76,882         85,380
 Short        120,473        109,695
 Net          -43,591        -24,315
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        06 Dec 2016       Prior week
        week           
 Long          57,418         50,166
 Short        124,585        127,721
 Net          -67,167        -77,555
 Eurodollar (Contracts of $1,000,000) 
        06 Dec 2016       Prior week
        week           
 Long         559,543        586,567
 Short      2,798,426      2,727,027
 Net       -2,238,883     -2,140,460
 Fed funds 
        06 Dec 2016       Prior week
        week           
 Long          84,297         76,007
 Short        143,538        131,592
 Net          -59,241        -55,585
 
 (Reporting by Richard Leong; Editing by James Dalgleish)

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