January 5, 2018 / 8:56 PM / in 10 months

Speculative net shorts in U.S. 10-year T-notes fall -CFTC

    Jan 5 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell earlier this week from their
highest level since March, 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
75,840 contracts on Jan. 2, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 83,666 net short positions
in 10-year T-note futures. They were the most net
shorts since 100,354 on March 21, 2017.
    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) 
        02 Jan 2018       Prior week
        week           
 Long         410,668        405,190
 Short        648,593        596,619
 Net         -237,925       -191,429
 
U.S. 5-year T-notes (Contracts of $100,000) 
        02 Jan 2018       Prior week
        week           
 Long         556,440        522,908
 Short        995,662        947,223
 Net         -439,222       -424,315
 
U.S. 10-year T-notes (Contracts of $100,000) 
        02 Jan 2018       Prior week
        week           
 Long         660,245        636,113
 Short        736,085        719,779
 Net          -75,840        -83,666
 
U.S. T-bonds (Contracts of $100,000) 
        02 Jan 2018       Prior week
        week           
 Long         193,768        188,382
 Short        110,008        103,631
 Net           83,760         84,751
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        02 Jan 2018       Prior week
        week           
 Long          57,863         51,436
 Short        164,070        162,746
 Net         -106,207       -111,310
 Eurodollar (Contracts of $1,000,000) 
        02 Jan 2018       Prior week
        week           
 Long         896,163        953,334
 Short      3,523,820      3,391,889
 Net       -2,627,657     -2,438,555
 Fed funds (Contracts of $1,000,000) 
        02 Jan 2018       Prior week
        week           
 Long         129,886        141,549
 Short        222,400        201,681
 Net          -92,514        -60,132
 
 (Reporting by Richard Leong; editing by Diane Craft)
  
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