May 11, 2018 / 7:47 PM / 6 months ago

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

    May 11 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell for a second week ahead of
the Treasury Department's sales of longer-dated government debt,
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
408,629 contracts on May 8, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 445,678 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) 
        08 May 2018       Prior week
        week           
 Long         431,577        409,605
 Short        485,833        470,841
 Net          -54,256        -61,236
 
U.S. 5-year T-notes (Contracts of $100,000) 
        08 May 2018       Prior week
        week           
 Long         544,450        570,120
 Short      1,201,358      1,171,646
 Net         -656,908       -601,526
 
U.S. 10-year T-notes (Contracts of $100,000) 
        08 May 2018       Prior week
        week           
 Long         697,678        631,024
 Short      1,106,307      1,076,702
 Net         -408,629       -445,678
 
U.S. T-bonds (Contracts of $100,000) 
        08 May 2018       Prior week
        week           
 Long         143,269        138,869
 Short        137,034        145,578
 Net            6,235         -6,709
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        08 May 2018       Prior week
        week           
 Long          66,749         64,893
 Short        244,186        236,493
 Net         -177,437       -171,600
 Eurodollar (Contracts of $1,000,000) 
        08 May 2018       Prior week
        week           
 Long         961,731      1,067,371
 Short      5,002,025      5,019,453
 Net       -4,040,294     -3,952,082
 Fed funds (Contracts of $1,000,000) 
        08 May 2018       Prior week
        week           
 Long         268,470        274,739
 Short        222,037        165,953
 Net           46,433        108,786
 
 (Reporting by Richard Leong; Editing by Steve Orlofsky)
  
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