Speculators pare net longs in U.S. 10-year T-notes: CFTC

August 5, 2016 3:52 PM EDT

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(Reuters) - Speculators reduced their net bullish bets on U.S. 10-year Treasury note futures from their highest levels since late 2012, 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 121,220 contracts on Aug. 2, according to the CFTC's latest Commitments of Traders data.

A week earlier, speculators held 185,521 net long positions in 10-year T-note futures, which was the most net longs since 202,691 on Dec. 4, 2012.

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)

02 Aug 2016 Prior week

week

Long 297,291 257,223

Short 249,205 264,130

Net 48,086 -6,907

U.S. 5-year T-notes (Contracts of $100,000)

02 Aug 2016 Prior week

week

Long 406,149 367,725

Short 596,616 569,043

Net -190,467 -201,318

U.S. 10-year T-notes (Contracts of $100,000)

02 Aug 2016 Prior week

week

Long 575,489 606,471

Short 454,269 420,950

Net 121,220 185,521

U.S. T-bonds (Contracts of $100,000)

02 Aug 2016 Prior week

week

Long 143,727 171,816

Short 72,852 74,377

Net 70,875 97,439

U.S. Ultra T-bonds (Contracts of $100,000)

02 Aug 2016 Prior week

week

Long 45,569 66,455

Short 144,397 144,646

Net -98,828 -78,191

Eurodollar (Contracts of $1,000,000)

02 Aug 2016 Prior week

week

Long 960,054 1,050,631

Short 1,425,621 1,541,557

Net -465,567 -490,926

Fed funds

02 Aug 2016 Prior week

week

Long 31,161 52,511

Short 127,873 94,293

Net -96,712 -41,782

(Reporting by Richard Leong; Editing by Richard Chang)



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