September 14, 2018 / 8:02 PM / in 2 months

Speculative U.S. 10-year T-note net shorts little changed -CFTC

    Sept 14 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures were little changed earlier this
week, as the government was set to sell $73 billion in
coupon-bearing debt, 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
682,684 contracts on Sept. 11, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 682,757 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) 
        11 Sep 2018       Prior week
        week           
 Long         425,573        470,170
 Short        622,701        618,234
 Net         -197,128       -148,064
 
U.S. 5-year T-notes (Contracts of $100,000) 
        11 Sep 2018       Prior week
        week           
 Long         536,980        494,371
 Short      1,389,548      1,350,057
 Net         -852,568       -855,686
 
U.S. 10-year T-notes (Contracts of $100,000) 
        11 Sep 2018       Prior week
        week           
 Long         431,445        424,804
 Short      1,114,129      1,107,561
 Net         -682,684       -682,757
 
U.S. T-bonds (Contracts of $100,000) 
        11 Sep 2018       Prior week
        week           
 Long         132,475        118,241
 Short        179,565        158,618
 Net          -47,090        -40,377
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        11 Sep 2018       Prior week
        week           
 Long          98,280        105,003
 Short        321,959        326,819
 Net         -223,679       -221,816
 Eurodollar (Contracts of $1,000,000) 
        11 Sep 2018       Prior week
        week           
 Long       1,072,998        987,519
 Short      4,195,610      3,969,227
 Net       -3,122,612     -2,981,708
 Fed funds (Contracts of $1,000,000) 
        11 Sep 2018       Prior week
        week           
 Long         135,566        141,471
 Short        196,746        174,287
 Net          -61,180        -32,816
 
 (Editing by James Dalgleish)
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