March 5, 2019 / 8:28 PM / 4 months ago

Speculative U.S. 10-year T-note net shorts hit 2-month high Feb. 26 -CFTC

    March 5 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to their highest level in
about two months in late February, according to Commodity
Futures Trading Commission data released on Tuesday.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
233,995 contracts on Feb. 26, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 215,091 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) 
        Feb 26 2019       Prior week
        week           
 Long         705,195        595,177
 Short        849,942        930,021
 Net         -144,747       -334,844
 
U.S. 5-year T-notes (Contracts of $100,000) 
        Feb 26 2019       Prior week
        week           
 Long         784,547        806,730
 Short        969,672        985,329
 Net         -185,125       -178,599
 
U.S. 10-year T-notes (Contracts of $100,000) 
        Feb 26 2019       Prior week
        week           
 Long         662,362        702,945
 Short        896,357        918,036
 Net         -233,995       -215,091
 
U.S. T-bonds (Contracts of $100,000) 
        Feb 26 2019       Prior week
        week           
 Long         149,203        157,326
 Short        183,905        155,958
 Net          -34,702          1,368
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        Feb 26 2019       Prior week
        week           
 Long         112,240        111,785
 Short        431,377        421,507
 Net         -319,137       -309,722
 Eurodollar (Contracts of $1,000,000) 
        Feb 26 2019       Prior week
        week           
 Long         997,339        908,764
 Short      1,928,143      2,059,661
 Net         -930,804     -1,150,897
 Fed funds (Contracts of $1,000,000) 
        Feb 26 2019       Prior week
        week           
 Long         245,397        226,388
 Short        431,222        416,755
 Net         -185,825       -190,367
 
 (Reporting by Richard Leong; editing by Jonathan Oatis)
  
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