October 5, 2018 / 7:43 PM / 2 months ago

Speculative U.S. 10-year T-note net shorts slip from record high -CFTC

    Oct 5 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell earlier this week before a
dramatic selloff gripped the bond market, 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
740,192 contracts on Oct. 2, according to the CFTC's latest
Commitments of Traders data. A week earlier,
speculators held a record high 756,316 in 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) 
        02 Oct 2018       Prior week
        week           
 Long         455,017        470,953
 Short        748,035        760,785
 Net         -293,018       -289,832
 
U.S. 5-year T-notes (Contracts of $100,000) 
        02 Oct 2018       Prior week
        week           
 Long         559,743        586,882
 Short      1,385,702      1,413,449
 Net         -825,959       -826,567
 
U.S. 10-year T-notes (Contracts of $100,000) 
        02 Oct 2018       Prior week
        week           
 Long         426,259        483,500
 Short      1,166,451      1,239,816
 Net         -740,192       -756,316
 
U.S. T-bonds (Contracts of $100,000) 
        02 Oct 2018       Prior week
        week           
 Long         117,374        119,394
 Short        237,182        222,368
 Net         -119,808       -102,974
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        02 Oct 2018       Prior week
        week           
 Long          92,041         91,393
 Short        332,778        325,727
 Net         -240,737       -234,334
 Eurodollar (Contracts of $1,000,000) 
        02 Oct 2018       Prior week
        week           
 Long         925,237        974,367
 Short      3,650,038      3,725,520
 Net       -2,724,801     -2,751,153
 Fed funds (Contracts of $1,000,000) 
        02 Oct 2018       Prior week
        week           
 Long         170,079        182,553
 Short        202,662        220,945
 Net          -32,583        -38,392
 
 (Reporting by Richard Leong
Editing by Phil Berlowitz
)
  
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