June 30, 2017 / 7:38 PM / 2 months ago

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

    June 30 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell in the latest week, 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 302,098 contracts on June 27, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 345,172 net long 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) 
        27 Jun 2017       Prior week
        week           
 Long         212,115        210,728
 Short        354,073        323,595
 Net         -141,958       -112,867
 
U.S. 5-year T-notes (Contracts of $100,000) 
        27 Jun 2017       Prior week
        week           
 Long         469,556        487,224
 Short        641,282        623,985
 Net         -171,726       -136,761
 
U.S. 10-year T-notes (Contracts of $100,000) 
        27 Jun 2017       Prior week
        week           
 Long         835,371        898,935
 Short        533,273        553,763
 Net          302,098        345,172
 
U.S. T-bonds (Contracts of $100,000) 
        27 Jun 2017       Prior week
        week           
 Long         186,192        183,458
 Short        131,610        121,827
 Net           54,582         61,631
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        27 Jun 2017       Prior week
        week           
 Long          65,880         38,145
 Short        140,836        141,690
 Net          -74,956       -103,545
 Eurodollar (Contracts of $1,000,000) 
        27 Jun 2017       Prior week
        week           
 Long         763,805        751,379
 Short      2,424,512      2,418,865
 Net       -1,660,707     -1,667,486
 Fed funds (Contracts of $1,000,000) 
        27 Jun 2017       Prior week
        week           
 Long         212,081        279,223
 Short        377,971        335,412
 Net         -165,890        -56,189
 
 (Reporting by Richard Leong; editing by Diane Craft)
  

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