May 17, 2019 / 7:36 PM / 2 months ago

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

    May 17 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose earlier this week after China
and the United States increased tariffs on each other's goods,
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
352,817 contracts on May 14, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 330,562 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) 
        14 May 2019       Prior week
        week           
 Long       1,163,038      1,120,368
 Short      1,196,343      1,188,257
 Net          -33,305        -67,889
 
U.S. 5-year T-notes (Contracts of $100,000) 
        14 May 2019       Prior week
        week           
 Long         811,771        807,239
 Short        949,674        940,000
 Net         -137,903       -132,761
 
U.S. 10-year T-notes (Contracts of $100,000) 
        14 May 2019       Prior week
        week           
 Long         616,402        577,607
 Short        969,219        908,169
 Net         -352,817       -330,562
 
U.S. T-bonds (Contracts of $100,000) 
        14 May 2019       Prior week
        week           
 Long         147,150        152,449
 Short        193,093        187,474
 Net          -45,943        -35,025
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        14 May 2019       Prior week
        week           
 Long          84,555        102,716
 Short        418,064        416,863
 Net         -333,509       -314,147
 Eurodollar (Contracts of $1,000,000) 
        14 May 2019       Prior week
        week           
 Long       1,769,489      1,751,238
 Short      1,249,259      1,345,478
 Net          520,230        405,760
 Fed funds (Contracts of $1,000,000) 
        14 May 2019       Prior week
        week           
 Long         228,346        134,291
 Short        341,814        290,015
 Net         -113,468       -155,724
 
 (Reporting by Richard Leong
Editing by James Dalgleish)
  
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