January 19, 2018 / 8:47 PM / a year ago

Speculative U.S. 10-year T-note net shorts fall -CFTC

    Jan 19 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell earlier this week as the
benchmark 10-year yield was heading for three straight weeks of
increases, 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
89,259 contracts on Jan. 16, according to the CFTC's latest
Commitments of Traders data.
    Last week, speculators held 196,853 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 Jan 2018       Prior week
        week           
 Long         413,792        414,419
 Short        704,434        682,041
 Net         -290,642       -267,622
 
U.S. 5-year T-notes (Contracts of $100,000) 
        16 Jan 2018       Prior week
        week           
 Long         562,812        598,720
 Short      1,049,072      1,042,485
 Net         -486,260       -443,765
 
U.S. 10-year T-notes (Contracts of $100,000) 
        16 Jan 2018       Prior week
        week           
 Long         650,652        561,307
 Short        739,911        758,160
 Net          -89,259       -196,853
 
U.S. T-bonds (Contracts of $100,000) 
        16 Jan 2018       Prior week
        week           
 Long         193,344        184,034
 Short        126,243        117,297
 Net           67,101         66,737
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        16 Jan 2018       Prior week
        week           
 Long          54,978         64,293
 Short        178,893        171,080
 Net         -123,915       -106,787
 Eurodollar (Contracts of $1,000,000) 
        16 Jan 2018       Prior week
        week           
 Long         787,709        991,778
 Short      3,459,896      3,533,032
 Net       -2,672,187     -2,541,254
 Fed funds (Contracts of $1,000,000) 
        16 Jan 2018       Prior week
        week           
 Long         163,640        115,417
 Short        172,969        187,992
 Net           -9,329        -72,575
 
 (Reporting by Richard Leong; Editing by James Dalgleish)
  
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