June 22, 2018 / 7:50 PM / 5 months ago

Speculators raise U.S. 10-year T-note net shorts -CFTC

    June 22 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose in latest week, 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
359,463 contracts on June 19, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 335,994 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) 
        19 Jun 2018       Prior week
        week           
 Long         456,794        409,900
 Short        452,390        427,471
 Net            4,404        -17,571
 
U.S. 5-year T-notes (Contracts of $100,000) 
        19 Jun 2018       Prior week
        week           
 Long         564,882        558,305
 Short      1,078,988      1,100,486
 Net         -514,106       -542,181
 
U.S. 10-year T-notes (Contracts of $100,000) 
        19 Jun 2018       Prior week
        week           
 Long         557,770        561,002
 Short        917,233        896,996
 Net         -359,463       -335,994
 
U.S. T-bonds (Contracts of $100,000) 
        19 Jun 2018       Prior week
        week           
 Long         110,305        118,352
 Short        119,040        114,165
 Net           -8,735          4,187
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        19 Jun 2018       Prior week
        week           
 Long          84,033         77,627
 Short        273,314        270,258
 Net         -189,281       -192,631
 Eurodollar (Contracts of $1,000,000) 
        19 Jun 2018       Prior week
        week           
 Long         904,938        837,266
 Short      3,796,309      4,165,492
 Net       -2,891,371     -3,328,226
 Fed funds (Contracts of $1,000,000) 
        19 Jun 2018       Prior week
        week           
 Long         367,596        296,216
 Short        155,692        193,240
 Net          211,904        102,976
 
 (Reporting by Richard Leong
Editing by Phil Berlowitz
)
  
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below