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Fewest spec net shorts in U.S. 10-year T-note futures since Feb -CFTC
May 30, 2014 / 7:47 PM / 3 years ago

Fewest spec net shorts in U.S. 10-year T-note futures since Feb -CFTC

May 30 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell to their lowest in three
months as the bond market rallied in May on worries about the
U.S. economy, according to Commodity Futures Trading Commission
data released on Friday.
    The view that the European Central Bank might next week
embark on a bold stimulus program to help the euro zone economy
caused some speculators to pare bearish positions in 10-year
T-note futures this week, analysts said. 
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
19,078 contracts on May 27, according to the CFTC's latest
Commitments of Traders data.
    This was the lowest net short positions in 10-year T-notes
among speculators since Feb. 25.
    A week earlier, speculators held 97,895 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 in the latest week:
 U.S. 2-year T-notes (Contracts of $200,000) 
        27May2014         Prior week
        week           
 Long         254,691        249,528
 Short        200,955        212,366
 Net           53,736         37,162
 
U.S. 5-year T-notes (Contracts of $100,000) 
        27May2014         Prior week
        week           
 Long         261,999        279,954
 Short        307,646        342,419
 Net          -45,647        -62,465
 
U.S. 10-year T-notes (Contracts of $100,000) 
        27May2014         Prior week
        week           
 Long         379,344        431,479
 Short        398,422        529,374
 Net          -19,078        -97,895
 
U.S. T-bonds (Contracts of $100,000) 
        27May2014         Prior week
        week           
 Long         108,231        123,923
 Short         59,241         69,172
 Net           48,990         54,751
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        27May2014         Prior week
        week           
 Long          56,713         55,440
 Short         46,535         51,420
 Net           10,178          4,020
 
Eurodollar (Contracts of $1,000,000) 
        27May2014         Prior week
        week           
 Long         763,423        722,511
 Short      2,349,671      2,337,891
 Net       -1,586,248     -1,615,380
 
 (Reporting by Richard Leong; Editing by James Dalgleish)

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