May 10, 2019 / 7:47 PM / 9 days ago

Speculative U.S. 10-year T-note net shorts highest since Dec -CFTC

    May 10 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose earlier this week to their
highest level since mid-December, 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
330,562 contracts on May 10, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 287,921 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) 
        07 May 2019       Prior week
        week           
 Long       1,120,368      1,104,459
 Short      1,188,257      1,151,956
 Net          -67,889        -47,497
 
U.S. 5-year T-notes (Contracts of $100,000) 
        07 May 2019       Prior week
        week           
 Long         807,239        885,752
 Short        940,000        992,628
 Net         -132,761       -106,876
 
U.S. 10-year T-notes (Contracts of $100,000) 
        07 May 2019       Prior week
        week           
 Long         577,607        589,086
 Short        908,169        877,007
 Net         -330,562       -287,921
 
U.S. T-bonds (Contracts of $100,000) 
        07 May 2019       Prior week
        week           
 Long         152,449        139,904
 Short        187,474        177,975
 Net          -35,025        -38,071
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        07 May 2019       Prior week
        week           
 Long         102,716         98,362
 Short        416,863        422,242
 Net         -314,147       -323,880
 Eurodollar (Contracts of $1,000,000) 
        07 May 2019       Prior week
        week           
 Long       1,751,238      1,709,971
 Short      1,345,478      1,407,761
 Net          405,760        302,210
 Fed funds (Contracts of $1,000,000) 
        07 May 2019       Prior week
        week           
 Long         134,291        210,294
 Short        290,015        432,331
 Net         -155,724       -222,037
 
 (Reporting by Richard Leong; Editing by Cynthia Osterman)
  
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