June 29, 2018 / 9:03 PM / 5 months ago

Speculators pare back U.S. 10-year T-note net shorts-CFTC

    NEW YORK, June 29 (Reuters) - Speculators' bearish bets on
U.S. 10-year Treasury note futures fell in the latest 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
3,564 contracts to 355,324 in the week ended June 26,  according
to the CFTC's latest Commitments of Traders data.
    A week earlier, speculators held 359,463 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) 
        26 Jun 2018       Prior week
        week           
 Long         491,457        456,794
 Short        468,006        452,390
 Net           23,451          4,404
 
U.S. 5-year T-notes (Contracts of $100,000) 
        26 Jun 2018       Prior week
        week           
 Long         559,838        564,882
 Short      1,106,064      1,078,988
 Net         -546,226       -514,106
 
U.S. 10-year T-notes (Contracts of $100,000) 
        26 Jun 2018       Prior week
        week           
 Long         535,849        557,770
 Short        891,173        917,233
 Net         -355,324       -359,463
 
U.S. T-bonds (Contracts of $100,000) 
        26 Jun 2018       Prior week
        week           
 Long         109,128        110,305
 Short        119,105        119,040
 Net           -9,977         -8,735
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        26 Jun 2018       Prior week
        week           
 Long          83,814         84,033
 Short        269,531        273,314
 Net         -185,717       -189,281
 Eurodollar (Contracts of $1,000,000) 
        26 Jun 2018       Prior week
        week           
 Long         911,257        904,938
 Short      3,752,710      3,796,309
 Net       -2,841,453     -2,891,371
 Fed funds (Contracts of $1,000,000) 
        26 Jun 2018       Prior week
        week           
 Long         360,009        367,596
 Short        140,938        155,692
 Net          219,071        211,904
 
 (Reporting by Gertrude Chavez-Dreyfuss
Editing by Tom Brown)
  
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