September 20, 2019 / 7:44 PM / a month ago

Speculative U.S. 10-year T-note net shorts fall to lowest since April -CFTC

    Sept 20 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell earlier this week to their
lowest level since April after a dramatic bond market sell-off
the week before, 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
229,963 contracts on Sept 17, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 300,433 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) 
        17 Sep 2019       Prior week
        week           
 Long       1,045,467        986,770
 Short      1,205,002      1,130,029
 Net         -159,535       -143,259
 
U.S. 5-year T-notes (Contracts of $100,000) 
        17 Sep 2019       Prior week
        week           
 Long         691,419        734,459
 Short        856,796        832,345
 Net         -165,377        -97,886
 
U.S. 10-year T-notes (Contracts of $100,000) 
        17 Sep 2019       Prior week
        week           
 Long         623,614        623,170
 Short        853,577        923,603
 Net         -229,963       -300,433
 
U.S. T-bonds (Contracts of $100,000) 
        17 Sep 2019       Prior week
        week           
 Long         132,120        138,103
 Short        178,360        189,846
 Net          -46,240        -51,743
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        17 Sep 2019       Prior week
        week           
 Long         118,359        114,611
 Short        412,068        415,887
 Net         -293,709       -301,276
 Eurodollar (Contracts of $1,000,000) 
        17 Sep 2019       Prior week
        week           
 Long       2,645,460      3,407,108
 Short        754,611      1,145,914
 Net        1,890,849      2,261,194
 Fed funds (Contracts of $1,000,000) 
        17 Sep 2019       Prior week
        week           
 Long         511,819        389,826
 Short        318,824        273,954
 Net          192,995        115,872
 
 (Reporting by Richard Leong)
  
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