August 23, 2019 / 7:48 PM / a month ago

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

    Aug 23 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell in latest week following
prior week's massive bond market rally due to recession fears,
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
401,804 contracts on Aug. 20, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 414,346 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 Aug 2019       Prior week
        week           
 Long         951,083        966,597
 Short      1,283,509      1,291,960
 Net         -332,426       -325,363
 
U.S. 5-year T-notes (Contracts of $100,000) 
        20 Aug 2019       Prior week
        week           
 Long         795,268        804,711
 Short        910,740        908,568
 Net         -115,472       -103,857
 
U.S. 10-year T-notes (Contracts of $100,000) 
        20 Aug 2019       Prior week
        week           
 Long         620,463        635,384
 Short      1,022,267      1,049,730
 Net         -401,804       -414,346
 
U.S. T-bonds (Contracts of $100,000) 
        20 Aug 2019       Prior week
        week           
 Long         143,285        143,078
 Short        208,361        210,379
 Net          -65,076        -67,301
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        20 Aug 2019       Prior week
        week           
 Long         112,632        112,658
 Short        418,732        409,588
 Net         -306,100       -296,930
 Eurodollar (Contracts of $1,000,000) 
        20 Aug 2019       Prior week
        week           
 Long       3,137,627      3,214,645
 Short      1,131,780      1,146,927
 Net        2,005,847      2,067,718
 Fed funds (Contracts of $1,000,000) 
        20 Aug 2019       Prior week
        week           
 Long         265,276        246,137
 Short        305,646        310,971
 Net          -40,370        -64,834
 
 (Reporting by Richard Leong; Editing by Richard Chang)
  
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