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Speculative U.S. 10-year T-note net longs hit one-month peak -CFTC
August 25, 2017 / 7:42 PM / in 3 months

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

    Aug 25 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose early this week to their
highest 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 261,245 contracts on Aug. 22, according to the CFTC's latest
Commitments of Traders data.
    This was the most speculative net longs in 10-year T-note
futures since 280,684 contracts on July 25.
    A week earlier, speculators held 200,592 net long positions
in 10-year T-notes.
    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) 
        Aug. 22, 2017     Prior week
        week           
 Long         246,856        227,056
 Short        363,495        356,916
 Net         -116,639       -129,860
 
U.S. 5-year T-notes (Contracts of $100,000) 
        Aug. 22, 2017     Prior week
        week           
 Long         513,642        477,171
 Short        654,605        634,690
 Net         -140,963       -157,519
 
U.S. 10-year T-notes (Contracts of $100,000) 
        Aug. 22, 2017     Prior week
        week           
 Long         915,736        887,593
 Short        654,491        687,001
 Net          261,245        200,592
 
U.S. T-bonds (Contracts of $100,000) 
        Aug. 22, 2017     Prior week
        week           
 Long         214,293        203,922
 Short        137,602        130,373
 Net           76,691         73,549
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        Aug. 22, 2017     Prior week
        week           
 Long          89,773         87,005
 Short        168,969        156,228
 Net          -79,196        -69,223
 Eurodollar (Contracts of $1,000,000) 
        Aug. 22, 2017     Prior week
        week           
 Long         884,821        908,513
 Short      2,402,525      2,577,874
 Net       -1,517,704     -1,669,361
 Fed funds (Contracts of $1,000,000) 
        Aug. 22, 2017     Prior week
        week           
 Long          39,203         35,985
 Short        298,300        320,734
 Net         -259,097       -284,749
 
 (Reporting by Richard Leong; Editing by James Dalgleish)
  

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