July 26, 2019 / 7:43 PM / 4 months ago

Speculative U.S. 10-year T-note net shorts hit 5-week high -CFTC

    July 26 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose rose to a five-week peak as
they mulled how aggressively the Federal Reserve may lower
interest rates, 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
380,169 contracts on July 23, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 347,222 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 Jul 2019       Prior week
        week           
 Long         957,802        873,887
 Short      1,218,448      1,180,727
 Net         -260,646       -306,840
 
U.S. 5-year T-notes (Contracts of $100,000) 
        23 Jul 2019       Prior week
        week           
 Long         858,376        864,608
 Short        957,171        965,196
 Net          -98,795       -100,588
 
U.S. 10-year T-notes (Contracts of $100,000) 
        23 Jul 2019       Prior week
        week           
 Long         678,489        680,971
 Short      1,058,658      1,028,193
 Net         -380,169       -347,222
 
U.S. T-bonds (Contracts of $100,000) 
        23 Jul 2019       Prior week
        week           
 Long         138,262        146,509
 Short        179,908        168,256
 Net          -41,646        -21,747
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        23 Jul 2019       Prior week
        week           
 Long          92,208         95,711
 Short        381,180        389,953
 Net         -288,972       -294,242
 Eurodollar (Contracts of $1,000,000) 
        23 Jul 2019       Prior week
        week           
 Long       2,772,692      2,757,994
 Short      1,325,969      1,244,230
 Net        1,446,723      1,513,764
 Fed funds (Contracts of $1,000,000) 
        23 Jul 2019       Prior week
        week           
 Long         331,323        354,705
 Short        475,343        389,235
 Net         -144,020        -34,530
 
 (Reporting by Richard Leong; editing by Jonathan Oatis)
  
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