June 14, 2019 / 7:41 PM / 6 days ago

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

    June 14 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell to a one-month low earlier
this week ahead of $78 billion in coupon-bearing debt supply,
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
365,988 contracts on June 11, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 467,702 net short positions
in 10-year T-note futures, which was a near seven-month peak
.
    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) 
        11 Jun 2019       Prior week
        week           
 Long         993,218      1,036,550
 Short      1,168,832      1,082,608
 Net         -175,614        -46,058
 
U.S. 5-year T-notes (Contracts of $100,000) 
        11 Jun 2019       Prior week
        week           
 Long         819,482        810,782
 Short        881,212        974,866
 Net          -61,730       -164,084
 
U.S. 10-year T-notes (Contracts of $100,000) 
        11 Jun 2019       Prior week
        week           
 Long         643,501        613,273
 Short      1,009,489      1,080,975
 Net         -365,988       -467,702
 
U.S. T-bonds (Contracts of $100,000) 
        11 Jun 2019       Prior week
        week           
 Long         184,502        166,027
 Short        166,313        175,539
 Net           18,189         -9,512
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        11 Jun 2019       Prior week
        week           
 Long          87,403         79,526
 Short        387,529        399,120
 Net         -300,126       -319,594
 Eurodollar (Contracts of $1,000,000) 
        11 Jun 2019       Prior week
        week           
 Long       2,232,194      2,183,500
 Short      1,127,358      1,216,519
 Net        1,104,836        966,981
 Fed funds (Contracts of $1,000,000) 
        11 Jun 2019       Prior week
        week           
 Long         338,309        310,011
 Short        457,102        477,396
 Net         -118,793       -167,385
 
 (Reporting by Richard Leong
Editing by Tom Brown)
  
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