May 25, 2018 / 7:44 PM / 25 days ago

Speculative U.S. 10-year T-note net shorts hit 5-week low -CFTC

    May 25 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell to a five-week low earlier
this week, as 10-year yields retreated from a near seven-year
peak, 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
358,627 contracts on May 22, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 381,922 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) 
        22 May 2018       Prior week
        week           
 Long         467,934        456,847
 Short        463,410        487,876
 Net            4,524        -31,029
 
U.S. 5-year T-notes (Contracts of $100,000) 
        22 May 2018       Prior week
        week           
 Long         541,531        541,907
 Short      1,171,360      1,184,988
 Net         -629,829       -643,081
 
U.S. 10-year T-notes (Contracts of $100,000) 
        22 May 2018       Prior week
        week           
 Long         710,120        706,685
 Short      1,068,747      1,088,607
 Net         -358,627       -381,922
 
U.S. T-bonds (Contracts of $100,000) 
        22 May 2018       Prior week
        week           
 Long         153,092        148,968
 Short        158,383        137,114
 Net           -5,291         11,854
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        22 May 2018       Prior week
        week           
 Long          80,649         83,571
 Short        275,072        271,475
 Net         -194,423       -187,904
 Eurodollar (Contracts of $1,000,000) 
        22 May 2018       Prior week
        week           
 Long         888,504        906,344
 Short      4,669,824      4,709,472
 Net       -3,781,320     -3,803,128
 Fed funds (Contracts of $1,000,000) 
        22 May 2018       Prior week
        week           
 Long         304,186        288,028
 Short        224,651        221,207
 Net           79,535         66,821
 
 (Reporting by Richard Leong
Editing by Susan Thomas)
  
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