Reuters - Financials

Speculative U.S. 10-year T-notes net longs rise -CFTC

Aug 14 Speculators' net bearish bets on U.S. 10-year Treasury note futures rose in the latest week as China's surprise devaluation of its currency roiled financial markets and stoked bets the Federal Reserve might delay an interest rate increase, 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 47,807 contracts on Aug. 11, according to the CFTC's latest Commitments of Traders data.     A week earlier, speculators held 32,498 net long positions in 10-year T-note futures.     Speculators raised their net longs in two-year note futures, while they reduced their net shorts in five-year T-notes and ultra bonds in the latest week.     On the other hand, they pared their net longs in T-bond futures and raised their net shorts in Eurodollar futures to the highest level since March.     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)          11 Aug 2015       Prior week         week             Long         475,108        422,744  Short        312,234        324,483  Net          162,874         98,261   U.S. 5-year T-notes (Contracts of $  100,000)          11 Aug 2015       Prior week         week             Long         427,892        435,992  Short        509,587        563,763  Net          -81,695       -127,771   U.S. 10-year T-notes (Contracts of $  100,000)          11 Aug 2015       Prior week         week             Long         500,158        480,400  Short        452,351        447,902  Net           47,807         32,498   U.S. T-bonds (Contracts of $  100,000)          11 Aug 2015       Prior week         week             Long          70,253         64,738  Short         58,641         50,516  Net           11,612         14,222   U.S. Ultra T-bonds (Contracts of $  100,000)          11 Aug 2015       Prior week         week             Long          49,071         47,685  Short         84,427         97,454  Net          -35,356        -49,769  Eurodollar (Contracts of $  1,000,000)          11 Aug 2015       Prior week         week             Long       1,604,058      1,644,267  Short      1,651,000      1,656,595  Net          -46,942        -12,328     (Reporting by Richard Leong)


Reuters: Financials

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