March 9, 2018 / 8:50 PM / 2 months ago

Speculative U.S. 10-year T-note net shorts hit 1-year peak -CFTC

    March 8 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to their highest level in
more than a year earlier this week, 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
362,150 contracts on March 6, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 342,889 net short positions
in 10-year T-note futures.
    Speculative net shorts in five-year T-notes grew to a record
high at 489,630 on Tuesday, while speculative net shorts in
two-year T-notes fell to 92,794, the lowest level in nearly nine
months.
    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) 
        06 Mar 2018       Prior week
        week           
 Long         293,440        314,522
 Short        386,234        419,469
 Net          -92,794       -104,947
 
U.S. 5-year T-notes (Contracts of $100,000) 
        06 Mar 2018       Prior week
        week           
 Long         533,226        510,479
 Short      1,022,856        962,356
 Net         -489,630       -451,877
 
U.S. 10-year T-notes (Contracts of $100,000) 
        06 Mar 2018       Prior week
        week           
 Long         586,134        542,104
 Short        948,284        884,993
 Net         -362,150       -342,889
 
U.S. T-bonds (Contracts of $100,000) 
        06 Mar 2018       Prior week
        week           
 Long         172,222        166,546
 Short        157,936        139,062
 Net           14,286         27,484
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        06 Mar 2018       Prior week
        week           
 Long          48,012         52,516
 Short        218,422        211,068
 Net         -170,410       -158,552
 Eurodollar (Contracts of $1,000,000) 
        06 Mar 2018       Prior week
        week           
 Long         993,698        961,675
 Short      4,841,267      4,876,025
 Net       -3,847,569     -3,914,350
 Fed funds (Contracts of $1,000,000) 
        06 Mar 2018       Prior week
        week           
 Long         315,953        316,431
 Short        274,406        302,022
 Net           41,547         14,409
 
 (Reporting by Richard Leong; Editing by Lisa Shumaker)
  
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