April 26, 2019 / 9:37 PM / 3 months ago

Speculative U.S. 10-year T-note net shorts hit 4-month high -CFTC

    April 26 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to their highest in about
four months 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
323,791 contracts on April 23, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 275,650 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) 
        23 Apr 2019       Prior week
        week           
 Long         938,097        862,416
 Short      1,068,943      1,034,038
 Net         -130,846       -171,622
 
U.S. 5-year T-notes (Contracts of $100,000) 
        23 Apr 2019       Prior week
        week           
 Long         860,858        830,900
 Short        907,680        893,811
 Net          -46,822        -62,911
 
U.S. 10-year T-notes (Contracts of $100,000) 
        23 Apr 2019       Prior week
        week           
 Long         585,339        620,384
 Short        909,130        896,034
 Net         -323,791       -275,650
 
U.S. T-bonds (Contracts of $100,000) 
        23 Apr 2019       Prior week
        week           
 Long         146,257        156,399
 Short        186,302        180,988
 Net          -40,045        -24,589
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        23 Apr 2019       Prior week
        week           
 Long          99,818         99,623
 Short        422,649        413,038
 Net         -322,831       -313,415
 Eurodollar (Contracts of $1,000,000) 
        23 Apr 2019       Prior week
        week           
 Long       1,492,677      1,336,167
 Short      1,450,443      1,472,502
 Net           42,234       -136,335
 Fed funds (Contracts of $1,000,000) 
        23 Apr 2019       Prior week
        week           
 Long         155,924        183,446
 Short        356,008        365,726
 Net         -200,084       -182,280
 
 (Reporting by Richard Leong
Editing by James Dalgleish)
  
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