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CORRECTED-Speculative U.S. 10-year T-note net longs hit one-month low -CFTC
July 7, 2017 / 7:51 PM / in 19 days

CORRECTED-Speculative U.S. 10-year T-note net longs hit one-month low -CFTC

3 Min Read

 (Corrects headline to read "longs" not "shorts")
    July 7 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell earlier this week to their
lowest level in a month, 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 262,962 contracts on July 3, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 302,098 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) 
        03 Jul 2017       Prior week
        week           
 Long         179,819        212,115
 Short        437,006        354,073
 Net         -257,187       -141,958
 
U.S. 5-year T-notes (Contracts of $100,000) 
        03 Jul 2017       Prior week
        week           
 Long         403,416        469,556
 Short        622,709        641,282
 Net         -219,293       -171,726
 
U.S. 10-year T-notes (Contracts of $100,000) 
        03 Jul 2017       Prior week
        week           
 Long         824,954        835,371
 Short        561,992        533,273
 Net          262,962        302,098
 
U.S. T-bonds (Contracts of $100,000) 
        03 Jul 2017       Prior week
        week           
 Long         184,378        186,192
 Short        117,357        131,610
 Net           67,021         54,582
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        03 Jul 2017       Prior week
        week           
 Long          80,930         65,880
 Short        145,115        140,836
 Net          -64,185        -74,956
 Eurodollar (Contracts of $1,000,000) 
        03 Jul 2017       Prior week
        week           
 Long         809,961        763,805
 Short      2,440,796      2,424,512
 Net       -1,630,835     -1,660,707
 Fed funds (Contracts of $1,000,000) 
        03 Jul 2017       Prior week
        week           
 Long         191,926        212,081
 Short        370,799        377,971
 Net         -178,873       -165,890
 
 (Reporting by Richard Leong; Editing by Andrew Hay)
  

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