March 2, 2018 / 8:43 PM / 10 months ago

Speculative U.S. 10-year T-note net shorts hit 1-year peak -CFTC

    March 2 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to a one-year high earlier
this week as Federal Reserve Chairman Jerome Powell's upbeat
remarks on the economy raised bets on a faster pace of interest
rate hikes, 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
342,889 contracts on Feb. 27, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 214,480 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) 
        27 Feb 2018       Prior week
        week           
 Long         314,522        395,533
 Short        419,469        552,485
 Net         -104,947       -156,952
 
U.S. 5-year T-notes (Contracts of $100,000) 
        27 Feb 2018       Prior week
        week           
 Long         510,479        636,080
 Short        962,356      1,063,663
 Net         -451,877       -427,583
 
U.S. 10-year T-notes (Contracts of $100,000) 
        27 Feb 2018       Prior week
        week           
 Long         542,104        681,539
 Short        884,993        896,019
 Net         -342,889       -214,480
 
U.S. T-bonds (Contracts of $100,000) 
        27 Feb 2018       Prior week
        week           
 Long         166,546        174,434
 Short        139,062        157,043
 Net           27,484         17,391
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        27 Feb 2018       Prior week
        week           
 Long          52,516         47,382
 Short        211,068        208,420
 Net         -158,552       -161,038
 Eurodollar (Contracts of $1,000,000) 
        27 Feb 2018       Prior week
        week           
 Long         961,675        911,935
 Short      4,876,025      4,562,507
 Net       -3,914,350     -3,650,572
 Fed funds (Contracts of $1,000,000) 
        27 Feb 2018       Prior week
        week           
 Long         316,431        299,285
 Short        302,022        318,530
 Net           14,409        -19,245
 
 (Reporting by Richard Leong
Editing by James Dalgleish)
  
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