June 8, 2018 / 7:48 PM / 5 months ago

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

    By Kate Duguid
    NEW YORK, June 8 (Reuters) - Speculators' net bearish bets
on U.S. 10-year Treasury note futures fell in the 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
397,546 contracts on Tuesday, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 471,067 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) 
        05 Jun 2018       Prior week
        week           
 Long         427,386        489,020
 Short        423,896        426,128
 Net            3,490         62,892
 
U.S. 5-year T-notes (Contracts of $100,000) 
        05 Jun 2018       Prior week
        week           
 Long         534,372        598,048
 Short      1,104,377      1,070,905
 Net         -570,005       -472,857
 
U.S. 10-year T-notes (Contracts of $100,000) 
        05 Jun 2018       Prior week
        week           
 Long         599,377        640,418
 Short        996,923      1,111,485
 Net         -397,546       -471,067
 
U.S. T-bonds (Contracts of $100,000) 
        05 Jun 2018       Prior week
        week           
 Long          98,482        102,337
 Short        116,651        136,051
 Net          -18,169        -33,714
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        05 Jun 2018       Prior week
        week           
 Long          75,998         82,081
 Short        260,423        271,847
 Net         -184,425       -189,766
 Eurodollar (Contracts of $1,000,000) 
        05 Jun 2018       Prior week
        week           
 Long         813,895        848,667
 Short      4,271,283      4,372,091
 Net       -3,457,388     -3,523,424
 Fed funds (Contracts of $1,000,000) 
        05 Jun 2018       Prior week
        week           
 Long         227,032        405,559
 Short        182,209        221,898
 Net           44,823        183,661
 
 (Reporting by Kate Duguid
Editing by Bill Trott)
  
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