January 12, 2018 / 8:58 PM / 5 months ago

Speculative U.S. 10-year T-note net shorts hit 10-month peak -CFTC

    Jan 12 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose to their highest level in 10
months earlier this week during a bond market sell-off,
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
196,853 contracts on Jan. 9, according to the CFTC's latest
Commitments of Traders data..
    This was the most speculative net shorts in 10-year T-note
futures since 298,514 contracts in the week of March 7, 2017.
    A week earlier, speculators held 75,840 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) 
        09 Jan 2018       Prior week
        week           
 Long         414,419        410,668
 Short        682,041        648,593
 Net         -267,622       -237,925
 
U.S. 5-year T-notes (Contracts of $100,000) 
        09 Jan 2018       Prior week
        week           
 Long         598,720        556,440
 Short      1,042,485        995,662
 Net         -443,765       -439,222
 
U.S. 10-year T-notes (Contracts of $100,000) 
        09 Jan 2018       Prior week
        week           
 Long         561,307        660,245
 Short        758,160        736,085
 Net         -196,853        -75,840
 
U.S. T-bonds (Contracts of $100,000) 
        09 Jan 2018       Prior week
        week           
 Long         184,034        193,768
 Short        117,297        110,008
 Net           66,737         83,760
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        09 Jan 2018       Prior week
        week           
 Long          64,293         57,863
 Short        171,080        164,070
 Net         -106,787       -106,207
 Eurodollar (Contracts of $1,000,000) 
        09 Jan 2018       Prior week
        week           
 Long         991,778        896,163
 Short      3,533,032      3,523,820
 Net       -2,541,254     -2,627,657
 Fed funds (Contracts of $1,000,000) 
        09 Jan 2018       Prior week
        week           
 Long         115,417        129,886
 Short        187,992        222,400
 Net          -72,575        -92,514
 
 (Reporting by Richard Leong; Editing by Jonathan Oatis)
  
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