November 16, 2018 / 8:46 PM / a month ago

Speculative U.S. 10-year T-note net shorts fall most in 1-1/2 years -CFTC

    Nov 16 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell by the biggest amount in
1-1/2 years in the latest week, spurred by safe-haven demand for
U.S. government debt due to a sharp selloff in global equity
prices, 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
333,195 contracts on Nov. 13, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 539,186 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) 
        13 Nov 2018       Prior week
        week           
 Long         441,734        451,315
 Short        804,108        784,795
 Net         -362,374       -333,480
 
U.S. 5-year T-notes (Contracts of $100,000) 
        13 Nov 2018       Prior week
        week           
 Long         595,644        620,319
 Short      1,166,186      1,176,698
 Net         -570,542       -556,379
 
U.S. 10-year T-notes (Contracts of $100,000) 
        13 Nov 2018       Prior week
        week           
 Long         666,291        586,963
 Short        999,486      1,126,149
 Net         -333,195       -539,186
 
U.S. T-bonds (Contracts of $100,000) 
        13 Nov 2018       Prior week
        week           
 Long         102,190        110,606
 Short        175,455        181,837
 Net          -73,265        -71,231
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        13 Nov 2018       Prior week
        week           
 Long         100,035         98,060
 Short        380,893        358,009
 Net         -280,858       -259,949
 Eurodollar (Contracts of $1,000,000) 
        13 Nov 2018       Prior week
        week           
 Long       1,079,595      1,082,454
 Short      3,674,994      3,549,455
 Net       -2,595,399     -2,467,001
 Fed funds (Contracts of $1,000,000) 
        13 Nov 2018       Prior week
        week           
 Long         193,368        163,155
 Short        225,819        226,074
 Net          -32,451        -62,919
 
 (Reporting by Richard Leong
Editing by Leslie Adler)
  
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below