February 8, 2019 / 8:52 PM / 12 days ago

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

    Feb 8 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell to a nearly one-year low in
early January as investors piled into safe-haven government debt
due to economic growth worries, 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
188,068 contracts on Jan. 8, according to the CFTC's latest
Commitments of Traders data. This was the smallest
amount of net shorts in 10-year T-notes since Jan. 23, 2018.
    A week earlier, speculators held 308,287 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) 
        Jan 8 2019        Prior week
        week           
 Long         448,937        529,587
 Short        757,870        765,438
 Net         -308,933       -235,851
 
U.S. 5-year T-notes (Contracts of $100,000) 
        Jan 8 2019        Prior week
        week           
 Long         698,352        727,947
 Short        988,706      1,059,177
 Net         -290,354       -331,230
 
U.S. 10-year T-notes (Contracts of $100,000) 
        Jan 8 2019        Prior week
        week           
 Long         650,789        606,682
 Short        838,857        914,969
 Net         -188,068       -308,287
 
U.S. T-bonds (Contracts of $100,000) 
        Jan 8 2019        Prior week
        week           
 Long         113,394        115,599
 Short        144,046        142,112
 Net          -30,652        -26,513
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        Jan 8 2019        Prior week
        week           
 Long          93,348         90,268
 Short        356,053        350,639
 Net         -262,705       -260,371
 Eurodollar (Contracts of $1,000,000) 
        Jan 8 2019        Prior week
        week           
 Long         963,735        885,984
 Short      2,564,235      2,840,405
 Net       -1,600,500     -1,954,421
 Fed funds (Contracts of $1,000,000) 
        Jan 8 2019        Prior week
        week           
 Long         280,250        340,937
 Short        396,656        397,581
 Net         -116,406        -56,644
 
 (Reporting by Richard Leong
Editing by James Dalgleish)
  
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