August 9, 2019 / 7:59 PM / 15 days ago

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

    Aug 9 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose earlier this week after the
Federal Reserve cut interest rates for the first time since
2008, 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
390,886 contracts on Aug. 6, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 383,842 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) 
        06 Aug 2019       Prior week
        week           
 Long       1,018,251        945,425
 Short      1,327,118      1,259,840
 Net         -308,867       -314,415
 
U.S. 5-year T-notes (Contracts of $100,000) 
        06 Aug 2019       Prior week
        week           
 Long         802,970        847,575
 Short        934,284        963,516
 Net         -131,314       -115,941
 
U.S. 10-year T-notes (Contracts of $100,000) 
        06 Aug 2019       Prior week
        week           
 Long         658,446        693,303
 Short      1,049,332      1,077,145
 Net         -390,886       -383,842
 
U.S. T-bonds (Contracts of $100,000) 
        06 Aug 2019       Prior week
        week           
 Long         136,200        146,512
 Short        192,473        179,037
 Net          -56,273        -32,525
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        06 Aug 2019       Prior week
        week           
 Long         112,974         93,745
 Short        393,598        380,817
 Net         -280,624       -287,072
 Eurodollar (Contracts of $1,000,000) 
        06 Aug 2019       Prior week
        week           
 Long       2,960,611      2,693,214
 Short      1,161,977      1,568,843
 Net        1,798,634      1,124,371
 Fed funds (Contracts of $1,000,000) 
        06 Aug 2019       Prior week
        week           
 Long         241,086        385,920
 Short        439,832        529,940
 Net         -198,746       -144,020
 
 (Reporting by Richard Leong; editing by Jonathan Oatis)
  
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