June 1, 2018 / 7:42 PM / in 20 days

Speculators cut short positions in U.S. 10-year T-note futures -CFTC

    By Kate Duguid
    NEW YORK, June 1 (Reuters) - Speculators' net bearish bets
on U.S. 10-year Treasury note futures fell in 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
471,067 contracts on 29 May 2018, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 358,627 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) 
        May 29, 2018      Prior week
        week           
 Long         489,020        467,934
 Short        426,128        463,410
 Net           62,892          4,524
 
U.S. 5-year T-notes (Contracts of $100,000) 
        May 29, 2018      Prior week
        week           
 Long         598,048        541,531
 Short      1,070,905      1,171,360
 Net         -472,857       -629,829
 
U.S. 10-year T-notes (Contracts of $100,000) 
        May 29, 2018      Prior week
        week           
 Long         640,418        710,120
 Short      1,111,485      1,068,747
 Net         -471,067       -358,627
 
U.S. T-bonds (Contracts of $100,000) 
        May 29, 2018      Prior week
        week           
 Long         102,337        153,092
 Short        136,051        158,383
 Net          -33,714         -5,291
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        May 29, 2018      Prior week
        week           
 Long          82,081         80,649
 Short        271,847        275,072
 Net         -189,766       -194,423
 Eurodollar (Contracts of $1,000,000) 
        May 29, 2018      Prior week
        week           
 Long         848,667        888,504
 Short      4,372,091      4,669,824
 Net       -3,523,424     -3,781,320
 Fed funds (Contracts of $1,000,000) 
        May 29, 2018      Prior week
        week           
 Long         405,559        304,186
 Short        221,898        224,651
 Net          183,661         79,535
 
 (Reporting by Kate Duguid; 
Editing by Sandra Maler)
  
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