Aug 3 (Reuters) - Speculators' net bearish bets on U.S.
five-year and 10-year Treasury note futures rose to a record
high 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
590,128 contracts on July 31, according to the CFTC's latest
Commitments of Traders data.
A week earlier, speculators held 509,498 net short positions
in 10-year T-note futures.
Speculative net shorts in five-year T-notes grew by 125,078
contracts to 841,043 on Tuesday.
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)
31 Jul 2018 Prior week
week
Long 435,834 474,314
Short 534,893 523,371
Net -99,059 -49,057
U.S. 5-year T-notes (Contracts of $100,000)
31 Jul 2018 Prior week
week
Long 513,568 543,916
Short 1,354,611 1,259,881
Net -841,043 -715,965
U.S. 10-year T-notes (Contracts of $100,000)
31 Jul 2018 Prior week
week
Long 471,702 526,182
Short 1,061,830 1,035,680
Net -590,128 -509,498
U.S. T-bonds (Contracts of $100,000)
31 Jul 2018 Prior week
week
Long 124,484 146,040
Short 145,107 143,635
Net -20,623 2,405
U.S. Ultra T-bonds (Contracts of $100,000)
31 Jul 2018 Prior week
week
Long 96,514 88,725
Short 319,050 301,399
Net -222,536 -212,674
Eurodollar (Contracts of $1,000,000)
31 Jul 2018 Prior week
week
Long 839,318 844,905
Short 3,946,824 4,012,838
Net -3,107,506 -3,167,933
Fed funds (Contracts of $1,000,000)
31 Jul 2018 Prior week
week
Long 288,849 295,085
Short 129,782 140,034
Net 159,067 155,051
(Reporting by Richard Leong; editing by Diane Craft)