August 31, 2018 / 7:46 PM / 25 days ago

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

    Aug 31 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell earlier this week from their
record high, 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
529,820 contracts on Aug. 28, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 700,514 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) 
        28 Aug 2018       Prior week
        week           
 Long         468,221        486,956
 Short        610,959        584,289
 Net         -142,738        -97,333
 
U.S. 5-year T-notes (Contracts of $100,000) 
        28 Aug 2018       Prior week
        week           
 Long         502,494        559,424
 Short      1,270,960      1,314,762
 Net         -768,466       -755,338
 
U.S. 10-year T-notes (Contracts of $100,000) 
        28 Aug 2018       Prior week
        week           
 Long         573,951        503,734
 Short      1,103,771      1,204,248
 Net         -529,820       -700,514
 
U.S. T-bonds (Contracts of $100,000) 
        28 Aug 2018       Prior week
        week           
 Long         131,459        149,385
 Short        137,145        157,886
 Net           -5,686         -8,501
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        28 Aug 2018       Prior week
        week           
 Long         104,736        101,722
 Short        316,267        326,117
 Net         -211,531       -224,395
 Eurodollar (Contracts of $1,000,000) 
        28 Aug 2018       Prior week
        week           
 Long         944,676      1,009,552
 Short      3,905,220      3,890,336
 Net       -2,960,544     -2,880,784
 Fed funds (Contracts of $1,000,000) 
        28 Aug 2018       Prior week
        week           
 Long         202,735        234,735
 Short        193,008        213,449
 Net            9,727         21,286
 
 (Reporting by Richard Leong
Editing by Chizu Nomiyama)
  
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