April 13, 2018 / 8:47 PM / 8 months ago

UPDATE 1-Speculative U.S. 10-year T-note net shorts fall from 13-month peak-CFTC

    * Speculative U.S. 5-year T-note net shorts fall from record
peak
    * Net speculative Eurodollar net shorts edge to all-time
high 
    * Speculative two-year T-note net shorts hit nine-month low

 (Adds details on latest data)
    April 13 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell earlier this week from a
13-month peak on safe-haven demand due to worries about a trade
war and a possible U.S. strike against Syria, 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
330,635 contracts on April 10, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 375,365 net short positions
in 10-year T-note futures.
    Meanwhile, speculative net short positions in five-year
T-note futures retreated to 520,483 contracts from an all-time
high amount of 579,306 contracts a week earlier.
    Speculators' net shorts in Eurodollar futures set another 
record peak at 4.018 million contracts on Tuesday.
    Speculative net shorts in two-year T-notes declined to
81,805 contracts, the lowest level in nine months. 
    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) 
        10 Apr 2018       Prior week
        week           
 Long         420,890        358,502
 Short        502,695        491,138
 Net          -81,805       -132,636
 
U.S. 5-year T-notes (Contracts of $100,000) 
        10 Apr 2018       Prior week
        week           
 Long         585,579        536,540
 Short      1,106,062      1,115,846
 Net         -520,483       -579,306
 
U.S. 10-year T-notes (Contracts of $100,000) 
        10 Apr 2018       Prior week
        week           
 Long         635,484        566,954
 Short        966,119        942,319
 Net         -330,635       -375,365
 
U.S. T-bonds (Contracts of $100,000) 
        10 Apr 2018       Prior week
        week           
 Long         142,406        133,920
 Short        107,556        124,243
 Net           34,850          9,677
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        10 Apr 2018       Prior week
        week           
 Long          54,660         56,109
 Short        208,326        206,065
 Net         -153,666       -149,956
 Eurodollar (Contracts of $1,000,000) 
        10 Apr 2018       Prior week
        week           
 Long       1,020,142        987,811
 Short      5,038,795      5,000,977
 Net       -4,018,653     -4,013,166
 Fed funds (Contracts of $1,000,000) 
        10 Apr 2018       Prior week
        week           
 Long         337,580        340,659
 Short        183,945        267,111
 Net          153,635         73,548
 
 (Reporting by Richard Leong; 
Editing by Sandra Maler)
  
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