May 15, 2015 / 7:37 PM / 3 years ago

Speculative net shorts in U.S. 10-year T-note futures fall-CFTC

May 15 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell from their highest level in
five months in the latest week, according to Commodity Futures
Trading Commission data released on Friday.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
132,444 contracts on May 12, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 183,116 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 and in Eurodollar futures
on the Chicago Mercantile Exchange in the latest week:
 U.S. 2-year T-notes (Contracts of $200,000) 
        12 May 2015       Prior week
        week           
 Long         392,533        449,167
 Short        277,840        279,869
 Net          114,693        169,298
 
U.S. 5-year T-notes (Contracts of $100,000) 
        12 May 2015       Prior week
        week           
 Long         284,609        324,843
 Short        376,334        406,308
 Net          -91,725        -81,465
 
U.S. 10-year T-notes (Contracts of $100,000) 
        12 May 2015       Prior week
        week           
 Long         319,058        309,458
 Short        451,502        492,574
 Net         -132,444       -183,116
 
U.S. T-bonds (Contracts of $100,000) 
        12 May 2015       Prior week
        week           
 Long          85,936         65,492
 Short         59,077         54,519
 Net           26,859         10,973
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        12 May 2015       Prior week
        week           
 Long          46,666         46,685
 Short         79,701         79,504
 Net          -33,035        -32,819
 Eurodollar (Contracts of $1,000,000) 
        12 May 2015       Prior week
        week           
 Long       1,792,952      1,872,249
 Short      1,481,308      1,626,971
 Net          311,644        245,278
 

 (Reporting by Richard Leong; Editing by Diane Craft)

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