May 3, 2019 / 7:44 PM / 3 months ago

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

    May 3 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell in the latest week, ahead of
the Federal Reserve's interest rate decision and the release of
the U.S. April payrolls report, according to Commodity Futures
Trading Commission data on Friday.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
287,921 contracts on April 30, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 323,791 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 Apr 2019       Prior week
        week           
 Long       1,104,459        938,097
 Short      1,151,956      1,068,943
 Net          -47,497       -130,846
 
U.S. 5-year T-notes (Contracts of $100,000) 
        30 Apr 2019       Prior week
        week           
 Long         885,752        860,858
 Short        992,628        907,680
 Net         -106,876        -46,822
 
U.S. 10-year T-notes (Contracts of $100,000) 
        30 Apr 2019       Prior week
        week           
 Long         589,086        585,339
 Short        877,007        909,130
 Net         -287,921       -323,791
 
U.S. T-bonds (Contracts of $100,000) 
        30 Apr 2019       Prior week
        week           
 Long         139,904        146,257
 Short        177,975        186,302
 Net          -38,071        -40,045
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        30 Apr 2019       Prior week
        week           
 Long          98,362         99,818
 Short        422,242        422,649
 Net         -323,880       -322,831
 Eurodollar (Contracts of $1,000,000) 
        30 Apr 2019       Prior week
        week           
 Long       1,709,971      1,492,677
 Short      1,407,761      1,450,443
 Net          302,210         42,234
 Fed funds (Contracts of $1,000,000) 
        30 Apr 2019       Prior week
        week           
 Long         210,294        155,924
 Short        432,331        356,008
 Net         -222,037       -200,084
 
 (Reporting by Richard Leong
Editing by Leslie Adler)
  
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