April 22, 2019 / 1:02 PM / a month ago

Speculative U.S. 10-year T-note net shorts highest since Dec -CFTC

    April 22 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to their highest level since
late December last week, as 10-year yields reached a near
one-month high, according to Commodity Futures Trading
Commission data released late on Friday.
    Bond yields across major economies have risen in recent days
as investors pared back their safe-haven fixed income holdings
as a result of encouraging economic data on China and less
dismal readings on Europe and the United States.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
275,650 contracts on April 16, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 261,564 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 Apr 2019       Prior week
        week           
 Long         862,416        888,142
 Short      1,034,038      1,017,600
 Net         -171,622       -129,458
 
U.S. 5-year T-notes (Contracts of $100,000) 
        16 Apr 2019       Prior week
        week           
 Long         830,900        823,414
 Short        893,811        876,989
 Net          -62,911        -53,575
 
U.S. 10-year T-notes (Contracts of $100,000) 
        16 Apr 2019       Prior week
        week           
 Long         620,384        630,253
 Short        896,034        891,817
 Net         -275,650       -261,564
 
U.S. T-bonds (Contracts of $100,000) 
        16 Apr 2019       Prior week
        week           
 Long         156,399        160,161
 Short        180,988        185,493
 Net          -24,589        -25,332
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        16 Apr 2019       Prior week
        week           
 Long          99,623        101,415
 Short        413,038        405,848
 Net         -313,415       -304,433
 Eurodollar (Contracts of $1,000,000) 
        16 Apr 2019       Prior week
        week           
 Long       1,336,167      1,394,847
 Short      1,472,502      1,611,424
 Net         -136,335       -216,577
 Fed funds (Contracts of $1,000,000) 
        16 Apr 2019       Prior week
        week           
 Long         183,446        213,737
 Short        365,726        365,716
 Net         -182,280       -151,979
 
 (Reporting by Richard Leong
Editing by Chizu Nomiyama)
  
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