March 15, 2019 / 7:46 PM / 10 days ago

Speculative U.S. 10-year T-note net shorts hit one-month low - CFTC

    March 15 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell earlier this week to their
lowest level in a month, 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
176,434 contracts on March 12, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 233,376 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) 
        12 Mar 2019       Prior week
        week           
 Long         738,377        708,166
 Short        871,768        888,228
 Net         -133,391       -180,062
 
U.S. 5-year T-notes (Contracts of $100,000) 
        12 Mar 2019       Prior week
        week           
 Long         775,237        702,125
 Short        978,245        922,345
 Net         -203,008       -220,220
 
U.S. 10-year T-notes (Contracts of $100,000) 
        12 Mar 2019       Prior week
        week           
 Long         636,459        554,481
 Short        812,893        787,857
 Net         -176,434       -233,376
 
U.S. T-bonds (Contracts of $100,000) 
        12 Mar 2019       Prior week
        week           
 Long         148,431        128,531
 Short        171,031        158,768
 Net          -22,600        -30,237
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        12 Mar 2019       Prior week
        week           
 Long         121,258        111,747
 Short        402,781        414,580
 Net         -281,523       -302,833
 Eurodollar (Contracts of $1,000,000) 
        12 Mar 2019       Prior week
        week           
 Long       1,215,243      1,054,703
 Short      1,708,580      1,806,554
 Net         -493,337       -751,851
 Fed funds (Contracts of $1,000,000) 
        12 Mar 2019       Prior week
        week           
 Long         265,245        231,164
 Short        326,103        310,922
 Net          -60,858        -79,758
 
 (Reporting by Richard Leong; editing by Jonathan Oatis)
  
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