August 3, 2018 / 7:42 PM / in 2 months

Speculative U.S. 5-year, 10-year T-note net shorts hit record highs -CFTC

    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)
  
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