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Speculators most bullish on U.S. 10-year T-notes since 2008 -CFTC
April 28, 2017 / 8:04 PM / 5 months ago

Speculators most bullish on U.S. 10-year T-notes since 2008 -CFTC

    April 28 (Reuters) - Speculators turned most bullish on U.S.
10-year Treasury note futures in more than nine years earlier
this week amid a bond market selloff following the French
presidential election last Sunday, 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 214,642 contracts on April 25, according to the CFTC's latest
Commitments of Traders data.
    This was the highest net longs among speculators since
223,301 contracts on March 4, 2008.
    A week earlier, speculators held 41,300 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) 
        25 Apr 2017       Prior week
        week           
 Long         269,991        306,261
 Short        251,015        276,558
 Net           18,976         29,703
 
U.S. 5-year T-notes (Contracts of $100,000) 
        25 Apr 2017       Prior week
        week           
 Long         585,619        573,329
 Short        649,444        665,445
 Net          -63,825        -92,116
 
U.S. 10-year T-notes (Contracts of $100,000) 
        25 Apr 2017       Prior week
        week           
 Long         826,482        706,591
 Short        611,840        747,891
 Net          214,642        -41,300
 
U.S. T-bonds (Contracts of $100,000) 
        25 Apr 2017       Prior week
        week           
 Long         115,515        116,482
 Short         94,898        118,848
 Net           20,617         -2,366
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        25 Apr 2017       Prior week
        week           
 Long          40,134         39,387
 Short        114,419        118,441
 Net          -74,285        -79,054
 Eurodollar (Contracts of $1,000,000) 
        25 Apr 2017       Prior week
        week           
 Long         509,464        546,496
 Short      3,479,644      3,419,309
 Net       -2,970,180     -2,872,813
 Fed funds (Contracts of $1,000,000) 
        25 Apr 2017       Prior week
        week           
 Long         138,564        159,692
 Short        352,820        391,446
 Net         -214,256       -231,754
 
 (Reporting by Richard Leong; editing by Diane Craft)
  

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