February 1, 2019 / 9:06 PM / 6 months ago

Speculators cut U.S. 10-year T-note net shorts Dec. 24 -CFTC

    Feb 1 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell before the start of the
record-long federal government shutdown, 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
317,632 contracts on Dec. 24, according to the CFTC's latest
Commitments of Traders data.
    On Dec. 18, speculators held 380,779 net short positions in
10-year T-note futures.
    The 35-day shutdown delayed the release of this and other
data series from the federal government.
    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) 
        24 Dec 2018      18 Dec 2018
        week                    week
 Long         486,131        434,413
 Short        758,421        755,428
 Net         -272,290       -321,015
 
U.S. 5-year T-notes (Contracts of $100,000) 
        24 Dec 2018      18 Dec 2018
        week                    week
 Long         677,751        751,082
 Short        998,820      1,000,374
 Net         -321,069       -249,292
 
U.S. 10-year T-notes (Contracts of $100,000) 
        24 Dec 2018      18 Dec 2018
        week                    week
 Long         576,500        627,172
 Short        894,132      1,007,951
 Net         -317,632       -380,779
 
U.S. T-bonds (Contracts of $100,000) 
        24 Dec 2018      18 Dec 2018
        week                    week
 Long         111,491        109,089
 Short        137,151        161,375
 Net          -25,660        -52,286
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        24 Dec 2018      18 Dec 2018
        week                    week
 Long          82,000         71,585
 Short        352,871        346,961
 Net         -270,871       -275,376
 Eurodollar (Contracts of $1,000,000) 
        24 Dec 2018      18 Dec 2018
        week                    week
 Long         827,836        758,703
 Short      2,910,926      2,969,401
 Net       -2,083,090     -2,210,698
 Fed funds (Contracts of $1,000,000) 
        24 Dec 2018      18 Dec 2018
        week                    week
 Long         314,284        355,145
 Short        383,161        354,112
 Net          -68,877          1,033
 
 (Reporting by Richard Leong)
  
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