November 9, 2018 / 8:34 PM / 4 days ago

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

    Nov 9 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose earlier this week before U.S.
congressional elections, a record amount of 10-year debt supply
and the Federal Reserve's policy meeting, 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
539,186 contracts on Nov. 6, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 502,839 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) 
        06 Nov 2018       Prior week
        week           
 Long         451,315        491,061
 Short        784,795        813,564
 Net         -333,480       -322,503
 
U.S. 5-year T-notes (Contracts of $100,000) 
        06 Nov 2018       Prior week
        week           
 Long         620,319        598,305
 Short      1,176,698      1,136,556
 Net         -556,379       -538,251
 
U.S. 10-year T-notes (Contracts of $100,000) 
        06 Nov 2018       Prior week
        week           
 Long         586,963        579,889
 Short      1,126,149      1,082,728
 Net         -539,186       -502,839
 
U.S. T-bonds (Contracts of $100,000) 
        06 Nov 2018       Prior week
        week           
 Long         110,606        103,175
 Short        181,837        185,186
 Net          -71,231        -82,011
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        06 Nov 2018       Prior week
        week           
 Long          98,060        100,638
 Short        358,009        350,763
 Net         -259,949       -250,125
 Eurodollar (Contracts of $1,000,000) 
        06 Nov 2018       Prior week
        week           
 Long       1,082,454      1,015,457
 Short      3,549,455      3,529,581
 Net       -2,467,001     -2,514,124
 Fed funds (Contracts of $1,000,000) 
        06 Nov 2018       Prior week
        week           
 Long         163,155        168,742
 Short        226,074        238,565
 Net          -62,919        -69,823
 
 (Reporting by Richard Leong
Editing by Susan Thomas)
  
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