October 19, 2018 / 7:54 PM / a month ago

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

    Oct 19 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell a tad earlier this week
before Federal Reserve's release of minutes from its policy
meeting last month, 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
615,970 contracts on Oct. 16, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 622,422 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) 
        16 Oct 2018       Prior week
        week           
 Long         516,076        486,355
 Short        775,792        729,919
 Net         -259,716       -243,564
 
U.S. 5-year T-notes (Contracts of $100,000) 
        16 Oct 2018       Prior week
        week           
 Long         583,109        556,118
 Short      1,402,950      1,416,058
 Net         -819,841       -859,940
 
U.S. 10-year T-notes (Contracts of $100,000) 
        16 Oct 2018       Prior week
        week           
 Long         555,950        544,866
 Short      1,171,920      1,167,288
 Net         -615,970       -622,422
 
U.S. T-bonds (Contracts of $100,000) 
        16 Oct 2018       Prior week
        week           
 Long         144,936        136,538
 Short        248,873        274,920
 Net         -103,937       -138,382
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        16 Oct 2018       Prior week
        week           
 Long          97,082        107,208
 Short        342,057        333,363
 Net         -244,975       -226,155
 Eurodollar (Contracts of $1,000,000) 
        16 Oct 2018       Prior week
        week           
 Long         961,917      1,013,511
 Short      3,553,958      3,484,493
 Net       -2,592,041     -2,470,982
 Fed funds (Contracts of $1,000,000) 
        16 Oct 2018       Prior week
        week           
 Long         193,836        206,728
 Short        223,874        219,578
 Net          -30,038        -12,850
 
 (Reporting by Richard Leong
Editing by Nick Zieminski)
  
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