March 30, 2018 / 7:42 PM / 5 months ago

Speculative U.S. 10-year T-note net shorts dip in week -CFTC

    March 30 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell slightly earlier this week as
the government sold a record $294 billion in debt supply,
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
305,212 contracts on March 27, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 313,304 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) 
        27 Mar 2018       Prior week
        week           
 Long         350,375        289,704
 Short        463,602        473,740
 Net         -113,227       -184,036
 
U.S. 5-year T-notes (Contracts of $100,000) 
        27 Mar 2018       Prior week
        week           
 Long         563,056        594,634
 Short        997,661      1,059,359
 Net         -434,605       -464,725
 
U.S. 10-year T-notes (Contracts of $100,000) 
        27 Mar 2018       Prior week
        week           
 Long         625,609        638,461
 Short        930,821        951,765
 Net         -305,212       -313,304
 
U.S. T-bonds (Contracts of $100,000) 
        27 Mar 2018       Prior week
        week           
 Long         168,746        171,137
 Short        123,994        118,711
 Net           44,752         52,426
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        27 Mar 2018       Prior week
        week           
 Long          48,196         52,164
 Short        200,808        199,552
 Net         -152,612       -147,388
 Eurodollar (Contracts of $1,000,000) 
        27 Mar 2018       Prior week
        week           
 Long       1,005,507        878,130
 Short      4,972,293      4,823,015
 Net       -3,966,786     -3,944,885
 Fed funds (Contracts of $1,000,000) 
        27 Mar 2018       Prior week
        week           
 Long         372,731        373,108
 Short        257,427        268,476
 Net          115,304        104,632
 
 (Reporting by Richard Leong
Editing by Susan Thomas)
  
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below