November 2, 2018 / 7:43 PM / 18 days ago

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

    Nov 2 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell to their lowest level since
July earlier this week, ahead of the release of the government's
October jobs report, 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
502,839 contracts on Oct. 30, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 544,033 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) 
        30 Oct 2018       Prior week
        week           
 Long         491,061        493,614
 Short        813,564        810,368
 Net         -322,503       -316,754
 
U.S. 5-year T-notes (Contracts of $100,000) 
        30 Oct 2018       Prior week
        week           
 Long         598,305        609,829
 Short      1,136,556      1,383,468
 Net         -538,251       -773,639
 
U.S. 10-year T-notes (Contracts of $100,000) 
        30 Oct 2018       Prior week
        week           
 Long         579,889        592,547
 Short      1,082,728      1,136,580
 Net         -502,839       -544,033
 
U.S. T-bonds (Contracts of $100,000) 
        30 Oct 2018       Prior week
        week           
 Long         103,175        129,156
 Short        185,186        216,971
 Net          -82,011        -87,815
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        30 Oct 2018       Prior week
        week           
 Long         100,638         95,466
 Short        350,763        334,951
 Net         -250,125       -239,485
 Eurodollar (Contracts of $1,000,000) 
        30 Oct 2018       Prior week
        week           
 Long       1,015,457      1,104,616
 Short      3,529,581      3,681,209
 Net       -2,514,124     -2,576,593
 Fed funds (Contracts of $1,000,000) 
        30 Oct 2018       Prior week
        week           
 Long         168,742        170,245
 Short        238,565        227,005
 Net          -69,823        -56,760
 
 (Reporting by Richard Leong
Editing by Leslie Adler)
  
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