December 22, 2017 / 8:53 PM / 6 months ago

Speculators turn net short in U.S. 10-year T-notes -CFTC

    Dec 22 (Reuters) - Speculators held more bearish bets in
U.S. 10-year Treasury note futures than bullish ones earlier
this week, marking the first time this has happened since
mid-April, 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
44,230 contracts on Dec. 19, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 44,741 net long 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) 
        19 Dec 2017       Prior week
        week           
 Long         404,609        407,705
 Short        583,237        578,145
 Net         -178,628       -170,440
 
U.S. 5-year T-notes (Contracts of $100,000) 
        19 Dec 2017       Prior week
        week           
 Long         568,836        563,573
 Short        946,783        888,570
 Net         -377,947       -324,997
 
U.S. 10-year T-notes (Contracts of $100,000) 
        19 Dec 2017       Prior week
        week           
 Long         685,295        791,302
 Short        729,525        746,561
 Net          -44,230         44,741
 
U.S. T-bonds (Contracts of $100,000) 
        19 Dec 2017       Prior week
        week           
 Long         202,900        207,452
 Short         98,553        106,542
 Net          104,347        100,910
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        19 Dec 2017       Prior week
        week           
 Long          59,806         54,091
 Short        166,179        160,617
 Net         -106,373       -106,526
 Eurodollar (Contracts of $1,000,000) 
        19 Dec 2017       Prior week
        week           
 Long         957,890        976,681
 Short      3,380,920      3,438,917
 Net       -2,423,030     -2,462,236
 Fed funds (Contracts of $1,000,000) 
        19 Dec 2017       Prior week
        week           
 Long         116,921        106,008
 Short        191,891        192,788
 Net          -74,970        -86,780
 
 (Reporting by Richard Leong; Editing by James Dalgleish)
  
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