May 18, 2018 / 7:42 PM / in a month

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

    May 18 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell to a one-month low earlier
this week, as the 10-year yield began setting a series of
seven-year highs, 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
381,922 contracts on May 15, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 408,629 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) 
        15 May 2018       Prior week
        week           
 Long         456,847        431,577
 Short        487,876        485,833
 Net          -31,029        -54,256
 
U.S. 5-year T-notes (Contracts of $100,000) 
        15 May 2018       Prior week
        week           
 Long         541,907        544,450
 Short      1,184,988      1,201,358
 Net         -643,081       -656,908
 
U.S. 10-year T-notes (Contracts of $100,000) 
        15 May 2018       Prior week
        week           
 Long         706,685        697,678
 Short      1,088,607      1,106,307
 Net         -381,922       -408,629
 
U.S. T-bonds (Contracts of $100,000) 
        15 May 2018       Prior week
        week           
 Long         148,968        143,269
 Short        137,114        137,034
 Net           11,854          6,235
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        15 May 2018       Prior week
        week           
 Long          83,571         66,749
 Short        271,475        244,186
 Net         -187,904       -177,437
 Eurodollar (Contracts of $1,000,000) 
        15 May 2018       Prior week
        week           
 Long         906,344        961,731
 Short      4,709,472      5,002,025
 Net       -3,803,128     -4,040,294
 Fed funds (Contracts of $1,000,000) 
        15 May 2018       Prior week
        week           
 Long         288,028        268,470
 Short        221,207        222,037
 Net           66,821         46,433
 
 (Reporting by Richard Leong
Editing by James Dalgleish)
  
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