April 6, 2018 / 8:12 PM / 16 days ago

UPDATE 1-Speculative U.S. 10-year T-note net shorts jump to 13-month high -CFTC

    * Spec Eurodollar, 5-year T-note net shorts hit record highs

 (Adds details on latest data, table)
    April 6 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to their highest in about 13
months earlier this week, according to Commodity Futures Trading
Commission data released on Friday.
    Bets on Treasury prices falling came even amid safe-haven
bids for bonds due to worries about growing trade tensions
between the United States and China. 
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
375,365 contracts on April 3, according to the CFTC's latest
Commitments of Traders data.
    This was the largest amount of net shorts in 10-year T-note
futures since the record 409,659 contracts in the week of Feb.
28, 2017.
    A week earlier, speculators held 305,212 net short positions
in 10-year T-note futures.
    Meanwhile, speculative net short positions in five-year
T-note futures grew by 144,701 contracts to an all-time high
amount of 579,306 contracts earlier this week.
    Speculators' net shorts in Eurodollar futures also reached a
record high at 4.013 million contracts on Tuesday.
    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) 
        April 3, 2018     Prior week
        week           
 Long         358,502        350,375
 Short        491,138        463,602
 Net         -132,636       -113,227
 
U.S. 5-year T-notes (Contracts of $100,000) 
        April 3, 2018     Prior week
        week           
 Long         536,540        563,056
 Short      1,115,846        997,661
 Net         -579,306       -434,605
 
U.S. 10-year T-notes (Contracts of $100,000) 
        April 3, 2018     Prior week
        week           
 Long         566,954        625,609
 Short        942,319        930,821
 Net         -375,365       -305,212
 
U.S. T-bonds (Contracts of $100,000) 
        April 3, 2018     Prior week
        week           
 Long         133,920        168,746
 Short        124,243        123,994
 Net            9,677         44,752
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        April 3, 2018     Prior week
        week           
 Long          56,109         48,196
 Short        206,065        200,808
 Net         -149,956       -152,612
 Eurodollar (Contracts of $1,000,000) 
        April 3, 2018     Prior week
        week           
 Long         987,811      1,005,507
 Short      5,000,977      4,972,293
 Net       -4,013,166     -3,966,786
 Fed funds (Contracts of $1,000,000) 
        April 3, 2018     Prior week
        week           
 Long         340,659        372,731
 Short        267,111        257,427
 Net           73,548        115,304
    

 (Reporting by Richard Leong
Editing by James Dalgleish)
  
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