Reuters logo
UPDATE 1-Speculative U.S. 10-year T-note net longs hit 2-month high -CFTC
September 1, 2017 / 8:32 PM / 18 days ago

UPDATE 1-Speculative U.S. 10-year T-note net longs hit 2-month high -CFTC

 (Adds table, background)
    NEW YORK, Sept 1 (Reuters) - Speculators' net bullish bets
on U.S. 10-year Treasury note futures rose this week to a
two-month peak as worries about rising tension between North
Korea and United States fed safe-haven demand for longer-dated
U.S. government debt, 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 283,719 contracts on Aug. 29, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 261,245 net long positions
in 10-year T-note futures.
    On Tuesday, benchmark 10-year Treasury yields
fell to their lowest since last November after North Korea fired
a ballistic missile over northern Japan, raising concerns about
a possible military response from the United States.

    U.S. President Donald Trump on Wednesday declared "talking
is not the answer" to the standoff with Pyongyang on its nuclear
missile development, but U.S. Defense Secretary Jim Mattis said
diplomatic options remain.
    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) 
        29 Aug 2017       Prior week
        week           
 Long         258,694        246,856
 Short        389,143        363,495
 Net         -130,449       -116,639
 
U.S. 5-year T-notes (Contracts of $100,000) 
        29 Aug 2017       Prior week
        week           
 Long         579,570        513,642
 Short        628,060        654,605
 Net          -48,490       -140,963
 
U.S. 10-year T-notes (Contracts of $100,000) 
        29 Aug 2017       Prior week
        week           
 Long         929,076        915,736
 Short        645,357        654,491
 Net          283,719        261,245
 
U.S. T-bonds (Contracts of $100,000) 
        29 Aug 2017       Prior week
        week           
 Long         186,307        214,293
 Short        129,803        137,602
 Net           56,504         76,691
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        29 Aug 2017       Prior week
        week           
 Long          76,063         89,773
 Short        165,237        168,969
 Net          -89,174        -79,196
 Eurodollar (Contracts of $1,000,000) 
        29 Aug 2017       Prior week
        week           
 Long         938,501        884,821
 Short      2,459,258      2,402,525
 Net       -1,520,757     -1,517,704
 Fed funds (Contracts of $1,000,000) 
        29 Aug 2017       Prior week
        week           
 Long          49,043         39,203
 Short        287,845        298,300
 Net         -238,802       -259,097
 
 (Reporting by Richard Leong; Editing by David Gregorio and
James Dalgleish)
  

Our Standards:The Thomson Reuters Trust Principles.
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below