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Speculative U.S. 10-year T-note net longs hit 3-month low -CFTC
August 4, 2017 / 7:52 PM / 2 months ago

Speculative U.S. 10-year T-note net longs hit 3-month low -CFTC

    Aug 4 (Reuters) - Speculators' net bullish bets on U.S.
10-year Treasury note futures fell to a three-month low earlier
this week in advance of the government's July payrolls report,
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 210,880 contracts on Aug. 1, according to the CFTC's latest
Commitments of Traders data.
    This was the least amount of net longs in 10-year T-note
futures since 179,870 on May 2.
    A week earlier, speculators held 280,684 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) 
        01 Aug 2017       Prior week
        week           
 Long         183,770        191,134
 Short        380,256        436,640
 Net         -196,486       -245,506
 
U.S. 5-year T-notes (Contracts of $100,000) 
        01 Aug 2017       Prior week
        week           
 Long         370,127        341,044
 Short        611,828        635,432
 Net         -241,701       -294,388
 
U.S. 10-year T-notes (Contracts of $100,000) 
        01 Aug 2017       Prior week
        week           
 Long         850,606        873,702
 Short        639,726        593,018
 Net          210,880        280,684
 
U.S. T-bonds (Contracts of $100,000) 
        01 Aug 2017       Prior week
        week           
 Long         196,109        191,262
 Short        147,299        134,894
 Net           48,810         56,368
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        01 Aug 2017       Prior week
        week           
 Long          81,695         77,531
 Short        136,224        135,765
 Net          -54,529        -58,234
 Eurodollar (Contracts of $1,000,000) 
        01 Aug 2017       Prior week
        week           
 Long       1,001,820        936,106
 Short      2,536,111      2,445,828
 Net       -1,534,291     -1,509,722
 Fed funds (Contracts of $1,000,000) 
        01 Aug 2017       Prior week
        week           
 Long          21,759        183,101
 Short        306,904        383,612
 Net         -285,145       -200,511
 
 (Reporting by Richard Leong; editing by Diane Craft)
  

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