September 6, 2019 / 7:49 PM / a month ago

Speculative U.S. 10-year T-note net shorts rise - CFTC

    Sept 6 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose earlier this week as 10-year
yields fell to three-year lows due to news the domestic factory
sector contracted for the first time since 2016, 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
377,867 contracts on Sept. 3, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 309,904 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) 
        03 Sep 2019       Prior week
        week           
 Long         936,929        848,973
 Short      1,110,126      1,120,035
 Net         -173,197       -271,062
 
U.S. 5-year T-notes (Contracts of $100,000) 
        03 Sep 2019       Prior week
        week           
 Long         742,815        763,791
 Short        875,259        868,959
 Net         -132,444       -105,168
 
U.S. 10-year T-notes (Contracts of $100,000) 
        03 Sep 2019       Prior week
        week           
 Long         587,813        603,950
 Short        965,680        913,854
 Net         -377,867       -309,904
 
U.S. T-bonds (Contracts of $100,000) 
        03 Sep 2019       Prior week
        week           
 Long         133,023        132,449
 Short        200,266        183,580
 Net          -67,243        -51,131
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        03 Sep 2019       Prior week
        week           
 Long         108,685        105,825
 Short        414,287        409,451
 Net         -305,602       -303,626
 Eurodollar (Contracts of $1,000,000) 
        03 Sep 2019       Prior week
        week           
 Long       3,414,545      3,338,921
 Short      1,083,116      1,211,569
 Net        2,331,429      2,127,352
 Fed funds (Contracts of $1,000,000) 
        03 Sep 2019       Prior week
        week           
 Long         288,543        363,191
 Short        305,213        408,782
 Net          -16,670        -45,591
 
 (Reporting by Richard Leong; editing by Jonathan Oatis)
  
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