May 4, 2018 / 7:44 PM / 5 months ago

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

    May 4 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell from their record high
earlier this week as the 10-year yield held below 3 percent,
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
445,678 contracts on May 1, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 462,133 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) 
        01 May 2018       Prior week
        week           
 Long         409,605        392,342
 Short        470,841        461,606
 Net          -61,236        -69,264
 
U.S. 5-year T-notes (Contracts of $100,000) 
        01 May 2018       Prior week
        week           
 Long         570,120        573,116
 Short      1,171,646      1,164,965
 Net         -601,526       -591,849
 
U.S. 10-year T-notes (Contracts of $100,000) 
        01 May 2018       Prior week
        week           
 Long         631,024        606,022
 Short      1,076,702      1,068,155
 Net         -445,678       -462,133
 
U.S. T-bonds (Contracts of $100,000) 
        01 May 2018       Prior week
        week           
 Long         138,869        143,243
 Short        145,578        124,922
 Net           -6,709         18,321
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        01 May 2018       Prior week
        week           
 Long          64,893         56,844
 Short        236,493        216,819
 Net         -171,600       -159,975
 Eurodollar (Contracts of $1,000,000) 
        01 May 2018       Prior week
        week           
 Long       1,067,371      1,040,724
 Short      5,019,453      4,921,920
 Net       -3,952,082     -3,881,196
 Fed funds (Contracts of $1,000,000) 
        01 May 2018       Prior week
        week           
 Long         274,739        421,552
 Short        165,953        205,396
 Net          108,786        216,156
 
 (Reporting by Richard Leong; editing by Jonathan Oatis)
  
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