January 26, 2018 / 8:40 PM / 3 months ago

Speculative U.S. 10-year T-note net shorts rise -CFTC

    Jan 26 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose in the latest week as the
benchmark note's yield reached its highest level in 3-1/2 years,
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
117,877 contracts on Jan. 23, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 89,259 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) 
        23 Jan 2018       Prior week
        week           
 Long         415,984        413,792
 Short        717,070        704,434
 Net         -301,086       -290,642
 
U.S. 5-year T-notes (Contracts of $100,000) 
        23 Jan 2018       Prior week
        week           
 Long         612,262        562,812
 Short      1,047,269      1,049,072
 Net         -435,007       -486,260
 
U.S. 10-year T-notes (Contracts of $100,000) 
        23 Jan 2018       Prior week
        week           
 Long         680,153        650,652
 Short        798,030        739,911
 Net         -117,877        -89,259
 
U.S. T-bonds (Contracts of $100,000) 
        23 Jan 2018       Prior week
        week           
 Long         204,496        193,344
 Short        148,765        126,243
 Net           55,731         67,101
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        23 Jan 2018       Prior week
        week           
 Long          47,180         54,978
 Short        186,427        178,893
 Net         -139,247       -123,915
 Eurodollar (Contracts of $1,000,000) 
        23 Jan 2018       Prior week
        week           
 Long         729,675        787,709
 Short      3,569,594      3,459,896
 Net       -2,839,919     -2,672,187
 Fed funds (Contracts of $1,000,000) 
        23 Jan 2018       Prior week
        week           
 Long         181,408        163,640
 Short        188,936        172,969
 Net           -7,528         -9,329
 
 (Reporting by Richard Leong; Editing by James Dalgleish)
  
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