October 12, 2018 / 7:58 PM / 11 days ago

Speculators cut U.S. 10-year T-note net shorts -CFTC

    Oct 12 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell earlier this week following
last week's bond market rout, 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
622,422 contracts on Oct. 9, according to the CFTC's latest
Commitments of Traders data. A week earlier,
speculators held 740,192 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 Oct 2018       Prior week
        week           
 Long         486,355        455,017
 Short        729,919        748,035
 Net         -243,564       -293,018
 
U.S. 5-year T-notes (Contracts of $100,000) 
        09 Oct 2018       Prior week
        week           
 Long         556,118        559,743
 Short      1,416,058      1,385,702
 Net         -859,940       -825,959
 
U.S. 10-year T-notes (Contracts of $100,000) 
        09 Oct 2018       Prior week
        week           
 Long         544,866        426,259
 Short      1,167,288      1,166,451
 Net         -622,422       -740,192
 
U.S. T-bonds (Contracts of $100,000) 
        09 Oct 2018       Prior week
        week           
 Long         136,538        117,374
 Short        274,920        237,182
 Net         -138,382       -119,808
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        09 Oct 2018       Prior week
        week           
 Long         107,208         92,041
 Short        333,363        332,778
 Net         -226,155       -240,737
 Eurodollar (Contracts of $1,000,000) 
        09 Oct 2018       Prior week
        week           
 Long       1,013,511        925,237
 Short      3,484,493      3,650,038
 Net       -2,470,982     -2,724,801
 Fed funds (Contracts of $1,000,000) 
        09 Oct 2018       Prior week
        week           
 Long         206,728        170,079
 Short        219,578        202,662
 Net          -12,850        -32,583
 
 (Reporting by Richard Leong; Editing by Cynthia Osterman)
  
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