December 29, 2017 / 8:40 PM / in 6 months

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

    Dec 29 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures grew to their highest level since
March earlier this 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
83,666 contracts on Dec. 26, according to the CFTC's latest
Commitments of Traders data.
    This was the highest reading on net shorts in 10-year T-note
futures among speculators since March 21 when it stood at
100,354 contracts.
    A week earlier, speculators held 44,230 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) 
        26 Dec 2017       Prior week
        week           
 Long         405,190        404,609
 Short        596,619        583,237
 Net         -191,429       -178,628
 
U.S. 5-year T-notes (Contracts of $100,000) 
        26 Dec 2017       Prior week
        week           
 Long         522,908        568,836
 Short        947,223        946,783
 Net         -424,315       -377,947
 
U.S. 10-year T-notes (Contracts of $100,000) 
        26 Dec 2017       Prior week
        week           
 Long         636,113        685,295
 Short        719,779        729,525
 Net          -83,666        -44,230
 
U.S. T-bonds (Contracts of $100,000) 
        26 Dec 2017       Prior week
        week           
 Long         188,382        202,900
 Short        103,631         98,553
 Net           84,751        104,347
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        26 Dec 2017       Prior week
        week           
 Long          51,436         59,806
 Short        162,746        166,179
 Net         -111,310       -106,373
 Eurodollar (Contracts of $1,000,000) 
        26 Dec 2017       Prior week
        week           
 Long         953,334        957,890
 Short      3,391,889      3,380,920
 Net       -2,438,555     -2,423,030
 Fed funds (Contracts of $1,000,000) 
        26 Dec 2017       Prior week
        week           
 Long         141,549        116,921
 Short        201,681        191,891
 Net          -60,132        -74,970
 
 (Reporting by Richard Leong; editing by Diane Craft)
  
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