July 13, 2018 / 7:39 PM / 4 months ago

Speculative U.S. 10-year T-note net shorts fall from record high-CFTC

    July 13 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell in the latest week from a
record high the prior week, according to Commodity Futures
Trading Commission data released on Friday.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
439,148 contracts on July 10, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held a record 500,076 in net
short 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) 
        10 Jul 2018       Prior week
        week           
 Long         464,980        464,499
 Short        465,039        475,542
 Net              -59        -11,043
 
U.S. 5-year T-notes (Contracts of $100,000) 
        10 Jul 2018       Prior week
        week           
 Long         587,788        601,030
 Short      1,188,979      1,149,149
 Net         -601,191       -548,119
 
U.S. 10-year T-notes (Contracts of $100,000) 
        10 Jul 2018       Prior week
        week           
 Long         483,038        456,977
 Short        922,186        957,053
 Net         -439,148       -500,076
 
U.S. T-bonds (Contracts of $100,000) 
        10 Jul 2018       Prior week
        week           
 Long         140,939        122,253
 Short        132,564        138,029
 Net            8,375        -15,776
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        10 Jul 2018       Prior week
        week           
 Long          84,666         79,424
 Short        275,460        273,623
 Net         -190,794       -194,199
 Eurodollar (Contracts of $1,000,000) 
        10 Jul 2018       Prior week
        week           
 Long         803,234        809,109
 Short      4,094,601      4,009,690
 Net       -3,291,367     -3,200,581
 Fed funds (Contracts of $1,000,000) 
        10 Jul 2018       Prior week
        week           
 Long         292,667        275,871
 Short        164,220        142,668
 Net          128,447        133,203
 
 (Reporting by Richard Leong
Editing by Susan Thomas)
  
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below