June 7, 2019 / 7:55 PM / 3 months ago

Speculative U.S. 10-year T-note net shorts hit 7-month peak -CFTC

    June 7 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to their highest level in
seven months earlier this week following prior week's dramatic
bond market rally, 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
467,702 contracts on June 4, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 376,173 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) 
        04 Jun 2019       Prior week
        week           
 Long       1,036,550        994,067
 Short      1,082,608      1,096,864
 Net          -46,058       -102,797
 
U.S. 5-year T-notes (Contracts of $100,000) 
        04 Jun 2019       Prior week
        week           
 Long         810,782        794,839
 Short        974,866        906,276
 Net         -164,084       -111,437
 
U.S. 10-year T-notes (Contracts of $100,000) 
        04 Jun 2019       Prior week
        week           
 Long         613,273        607,956
 Short      1,080,975        984,129
 Net         -467,702       -376,173
 
U.S. T-bonds (Contracts of $100,000) 
        04 Jun 2019       Prior week
        week           
 Long         166,027        166,965
 Short        175,539        176,296
 Net           -9,512         -9,331
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        04 Jun 2019       Prior week
        week           
 Long          79,526         82,904
 Short        399,120        408,127
 Net         -319,594       -325,223
 Eurodollar (Contracts of $1,000,000) 
        04 Jun 2019       Prior week
        week           
 Long       2,183,500      2,075,739
 Short      1,216,519      1,297,830
 Net          966,981        777,909
 Fed funds (Contracts of $1,000,000) 
        04 Jun 2019       Prior week
        week           
 Long         310,011        241,476
 Short        477,396        432,013
 Net         -167,385       -190,537
 
 (Reporting by Richard Leong; editing by Diane Craft)
  
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