February 23, 2018 / 9:09 PM / 7 months ago

Speculative U.S. 10-year T-note net shorts lowest in a month -CFTC

    Feb 23 (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
214,480 contracts on Feb. 20, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 296,935 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) 
        20 Feb 2018       Prior week
        week           
 Long         395,533        411,175
 Short        552,485        545,161
 Net         -156,952       -133,986
 
U.S. 5-year T-notes (Contracts of $100,000) 
        20 Feb 2018       Prior week
        week           
 Long         636,080        628,595
 Short      1,063,663        981,102
 Net         -427,583       -352,507
 
U.S. 10-year T-notes (Contracts of $100,000) 
        20 Feb 2018       Prior week
        week           
 Long         681,539        658,659
 Short        896,019        955,594
 Net         -214,480       -296,935
 
U.S. T-bonds (Contracts of $100,000) 
        20 Feb 2018       Prior week
        week           
 Long         174,434        160,245
 Short        157,043        156,396
 Net           17,391          3,849
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        20 Feb 2018       Prior week
        week           
 Long          47,382         45,143
 Short        208,420        209,662
 Net         -161,038       -164,519
 Eurodollar (Contracts of $1,000,000) 
        20 Feb 2018       Prior week
        week           
 Long         911,935        954,880
 Short      4,562,507      4,359,865
 Net       -3,650,572     -3,404,985
 Fed funds (Contracts of $1,000,000) 
        20 Feb 2018       Prior week
        week           
 Long         299,285        263,239
 Short        318,530        342,999
 Net          -19,245        -79,760
 
 (Reporting by Richard Leong; Editing by Chris Reese)
  
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