August 2, 2019 / 7:53 PM / 19 days ago

Speculators raise U.S. 10-year T-note net shorts before Fed -CFTC

    Aug 2 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose on Tuesday, the day before
the Federal Reserve cut rates for the first time since 2008 in a
widely expected decision, according to Commodity Futures Trading
Commission data released on Friday.
    The number of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
383,842 contracts on July 30, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 380,169 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) 
        30 Jul 2019       Prior week
        week           
 Long         945,425        957,802
 Short      1,259,840      1,218,448
 Net         -314,415       -260,646
 
U.S. 5-year T-notes (Contracts of $100,000) 
        30 Jul 2019       Prior week
        week           
 Long         847,575        858,376
 Short        963,516        957,171
 Net         -115,941        -98,795
 
U.S. 10-year T-notes (Contracts of $100,000) 
        30 Jul 2019       Prior week
        week           
 Long         693,303        678,489
 Short      1,077,145      1,058,658
 Net         -383,842       -380,169
 
U.S. T-bonds (Contracts of $100,000) 
        30 Jul 2019       Prior week
        week           
 Long         146,512        138,262
 Short        179,037        179,908
 Net          -32,525        -41,646
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        30 Jul 2019       Prior week
        week           
 Long          93,745         92,208
 Short        380,817        381,180
 Net         -287,072       -288,972
 Eurodollar (Contracts of $1,000,000) 
        30 Jul 2019       Prior week
        week           
 Long       2,693,214      2,772,692
 Short      1,568,843      1,325,969
 Net        1,124,371      1,446,723
 Fed funds (Contracts of $1,000,000) 
        30 Jul 2019       Prior week
        week           
 Long         385,920        331,323
 Short        529,940        475,343
 Net         -144,020       -144,020
 
 (Reporting by Richard Leong
Editing by Leslie Adler)
  
0 : 0
  • narrow-browser-and-phone
  • medium-browser-and-portrait-tablet
  • landscape-tablet
  • medium-wide-browser
  • wide-browser-and-larger
  • medium-browser-and-landscape-tablet
  • medium-wide-browser-and-larger
  • above-phone
  • portrait-tablet-and-above
  • above-portrait-tablet
  • landscape-tablet-and-above
  • landscape-tablet-and-medium-wide-browser
  • portrait-tablet-and-below
  • landscape-tablet-and-below