February 2, 2018 / 8:42 PM / 10 months ago

Speculative U.S. 10-year T-note net shorts hit near 11-month high -CFTC

    Feb 2 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to their highest in nearly 11
months in earlier this week when 10-year yield was on its way to
hit a four-year peak, 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
215,600 contracts on 30 Jan 2018, according to the CFTC's latest
Commitments of Traders data.
    This was the highest level of speculative net shorts in
10-year T-note futures since 298,514 on March 7, 2017.
    A week earlier, speculators held 117,877 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 Jan 2018       Prior week
        week           
 Long         405,884        415,984
 Short        734,950        717,070
 Net         -329,066       -301,086
 
U.S. 5-year T-notes (Contracts of $100,000) 
        30 Jan 2018       Prior week
        week           
 Long         631,711        612,262
 Short      1,025,158      1,047,269
 Net         -393,447       -435,007
 
U.S. 10-year T-notes (Contracts of $100,000) 
        30 Jan 2018       Prior week
        week           
 Long         671,251        680,153
 Short        886,851        798,030
 Net         -215,600       -117,877
 
U.S. T-bonds (Contracts of $100,000) 
        30 Jan 2018       Prior week
        week           
 Long         188,026        204,496
 Short        134,627        148,765
 Net           53,399         55,731
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        30 Jan 2018       Prior week
        week           
 Long          49,120         47,180
 Short        187,171        186,427
 Net         -138,051       -139,247
 Eurodollar (Contracts of $1,000,000) 
        30 Jan 2018       Prior week
        week           
 Long         792,333        729,675
 Short      3,717,236      3,569,594
 Net       -2,924,903     -2,839,919
 Fed funds (Contracts of $1,000,000) 
        30 Jan 2018       Prior week
        week           
 Long         202,361        181,408
 Short        182,566        188,936
 Net           19,795         -7,528
 
 (Reporting by Richard Leong
Editing by Chizu Nomiyama)
  
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