September 13, 2019 / 7:46 PM / 9 days ago

Speculative U.S. 10-year T-note net shorts hit 2-month low-CFTC

    Sept 13 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell earlier this week at the
start of the worst week for the U.S. bond market in at least
three years, 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
300,433 contracts on Sept. 10, according to the CFTC's latest
Commitments of Traders data.
    This was the lowest level of net shorts since July 9.
    A week earlier, speculators held 377,867 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) 
        10 Sep 2019       Prior week
        week           
 Long         986,770        936,929
 Short      1,130,029      1,110,126
 Net         -143,259       -173,197
 
U.S. 5-year T-notes (Contracts of $100,000) 
        10 Sep 2019       Prior week
        week           
 Long         734,459        742,815
 Short        832,345        875,259
 Net          -97,886       -132,444
 
U.S. 10-year T-notes (Contracts of $100,000) 
        10 Sep 2019       Prior week
        week           
 Long         623,170        587,813
 Short        923,603        965,680
 Net         -300,433       -377,867
 
U.S. T-bonds (Contracts of $100,000) 
        10 Sep 2019       Prior week
        week           
 Long         138,103        133,023
 Short        189,846        200,266
 Net          -51,743        -67,243
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        10 Sep 2019       Prior week
        week           
 Long         114,611        108,685
 Short        415,887        414,287
 Net         -301,276       -305,602
 Eurodollar (Contracts of $1,000,000) 
        10 Sep 2019       Prior week
        week           
 Long       3,407,108      3,414,545
 Short      1,145,914      1,083,116
 Net        2,261,194      2,331,429
 Fed funds (Contracts of $1,000,000) 
        10 Sep 2019       Prior week
        week           
 Long         389,826        288,543
 Short        273,954        305,213
 Net          115,872        -16,670
 
 (Reporting by Richard Leong)
  
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