September 7, 2018 / 7:39 PM / 13 days ago

Speculative U.S. 10-year T-note net shorts resume rise -CFTC

    Sept 7 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose near their record high
earlier this week, reversing much of prior week's drop,
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
682,757 contracts on Sept. 4, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 529,820 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) 
        04 Sep 2018       Prior week
        week           
 Long         470,170        468,221
 Short        618,234        610,959
 Net         -148,064       -142,738
 
U.S. 5-year T-notes (Contracts of $100,000) 
        04 Sep 2018       Prior week
        week           
 Long         494,371        502,494
 Short      1,350,057      1,270,960
 Net         -855,686       -768,466
 
U.S. 10-year T-notes (Contracts of $100,000) 
        04 Sep 2018       Prior week
        week           
 Long         424,804        573,951
 Short      1,107,561      1,103,771
 Net         -682,757       -529,820
 
U.S. T-bonds (Contracts of $100,000) 
        04 Sep 2018       Prior week
        week           
 Long         118,241        131,459
 Short        158,618        137,145
 Net          -40,377         -5,686
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        04 Sep 2018       Prior week
        week           
 Long         105,003        104,736
 Short        326,819        316,267
 Net         -221,816       -211,531
 Eurodollar (Contracts of $1,000,000) 
        04 Sep 2018       Prior week
        week           
 Long         987,519        944,676
 Short      3,969,227      3,905,220
 Net       -2,981,708     -2,960,544
 Fed funds (Contracts of $1,000,000) 
        04 Sep 2018       Prior week
        week           
 Long         141,471        202,735
 Short        174,287        193,008
 Net          -32,816          9,727
 
 (Reporting by Richard Leong; Editing by David Gregorio)
  
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