August 10, 2018 / 7:43 PM / a month ago

Speculators trim U.S. 10-year T-note net shorts from record high -CFTC

    Aug 10 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures slipped from an all-time high
earlier this week before the Treasury's record $26 billion
offering of 10-year debt, 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
586,299 contracts on Aug. 7, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 590,128 net short positions
in 10-year T-note futures, which was a record high.
    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) 
        07 Aug 2018       Prior week
        week           
 Long         433,698        435,834
 Short        527,280        534,893
 Net          -93,582        -99,059
 
U.S. 5-year T-notes (Contracts of $100,000) 
        07 Aug 2018       Prior week
        week           
 Long         519,475        513,568
 Short      1,387,031      1,354,611
 Net         -867,556       -841,043
 
U.S. 10-year T-notes (Contracts of $100,000) 
        07 Aug 2018       Prior week
        week           
 Long         493,797        471,702
 Short      1,080,096      1,061,830
 Net         -586,299       -590,128
 
U.S. T-bonds (Contracts of $100,000) 
        07 Aug 2018       Prior week
        week           
 Long         138,647        124,484
 Short        170,590        145,107
 Net          -31,943        -20,623
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        07 Aug 2018       Prior week
        week           
 Long         102,796         96,514
 Short        322,903        319,050
 Net         -220,107       -222,536
 Eurodollar (Contracts of $1,000,000) 
        07 Aug 2018       Prior week
        week           
 Long         853,513        839,318
 Short      3,939,297      3,946,824
 Net       -3,085,784     -3,107,506
 Fed funds (Contracts of $1,000,000) 
        07 Aug 2018       Prior week
        week           
 Long         222,027        288,849
 Short        140,784        129,782
 Net           81,243        159,067
 
 (Reporting by Richard Leong; Editing by Cynthia Osterman)
  
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