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Speculative U.S. 10-year T-note net longs rise in week -CFTC
July 21, 2017 / 7:42 PM / 2 months ago

Speculative U.S. 10-year T-note net longs rise in week -CFTC

    July 21 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures rose in latest week after falling
the previous three weeks, 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 282,329 contracts on July 18, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 257,027 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) 
        18 Jul 2017       Prior week
        week           
 Long         176,485        182,001
 Short        450,698        438,814
 Net         -274,213       -256,813
 
U.S. 5-year T-notes (Contracts of $100,000) 
        18 Jul 2017       Prior week
        week           
 Long         345,465        353,310
 Short        627,790        628,904
 Net         -282,325       -275,594
 
U.S. 10-year T-notes (Contracts of $100,000) 
        18 Jul 2017       Prior week
        week           
 Long         852,455        822,734
 Short        570,126        565,707
 Net          282,329        257,027
 
U.S. T-bonds (Contracts of $100,000) 
        18 Jul 2017       Prior week
        week           
 Long         189,600        190,123
 Short        138,150        139,691
 Net           51,450         50,432
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        18 Jul 2017       Prior week
        week           
 Long          71,506         74,586
 Short        135,182        130,526
 Net          -63,676        -55,940
 Eurodollar (Contracts of $1,000,000) 
        18 Jul 2017       Prior week
        week           
 Long         912,533        790,835
 Short      2,436,598      2,452,952
 Net       -1,524,065     -1,662,117
 Fed funds (Contracts of $1,000,000) 
        18 Jul 2017       Prior week
        week           
 Long         182,546        183,956
 Short        378,898        362,885
 Net         -196,352       -178,929
 
 (Reporting by Richard Leong; editing by Diane Craft)
  

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