Stock market
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
Source by Reuters
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