August 18, 2017 / 7:46 PM / a month ago

Speculative U.S. 10-year T-note net longs lowest since May -CFTC

    Aug 18, (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell to their lowest levels since
early May in 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 200,592 contracts on Aug. 15, according to the CFTC's latest
Commitments of Traders data.
    This was the fewest net longs since 179,870 contracts on May
2. 
    A week earlier, speculators held 229,836 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) 
        15 Aug 2017       Prior week
        week           
 Long         227,056        222,079
 Short        356,916        386,613
 Net         -129,860       -164,534
 
U.S. 5-year T-notes (Contracts of $100,000) 
        15 Aug 2017       Prior week
        week           
 Long         477,171        411,315
 Short        634,690        622,438
 Net         -157,519       -211,123
 
U.S. 10-year T-notes (Contracts of $100,000) 
        15 Aug 2017       Prior week
        week           
 Long         887,593        900,742
 Short        687,001        670,906
 Net          200,592        229,836
 
U.S. T-bonds (Contracts of $100,000) 
        15 Aug 2017       Prior week
        week           
 Long         203,922        217,525
 Short        130,373        140,908
 Net           73,549         76,617
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        15 Aug 2017       Prior week
        week           
 Long          87,005         86,334
 Short        156,228        153,156
 Net          -69,223        -66,822
 Eurodollar (Contracts of $1,000,000) 
        15 Aug 2017       Prior week
        week           
 Long         908,513        976,745
 Short      2,577,874      2,557,348
 Net       -1,669,361     -1,580,603
 Fed funds (Contracts of $1,000,000) 
        15 Aug 2017       Prior week
        week           
 Long          35,985         25,747
 Short        320,734        311,772
 Net         -284,749       -286,025
 
 (Reporting by Richard Leong; Editing by Tom Brown)
  

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