July 8, 2019 / 7:49 PM / 9 days ago

Speculators raise U.S. 10-year T-note net shorts in week -CFTC

    July 8 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose in the latest week ahead of
the release of the June payrolls report, according to Commodity
Futures Trading Commission data released on Monday.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
288,884 contracts on July 2, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 281,099 net short positions
in 10-year T-note futures, which was the lowest level
since April 16. 
    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) 
        05 Jul 2019       Prior week
        week           
 Long         857,443        910,135
 Short      1,162,511      1,179,877
 Net         -305,068       -269,742
 
U.S. 5-year T-notes (Contracts of $100,000) 
        05 Jul 2019       Prior week
        week           
 Long         857,409        873,368
 Short        944,340        915,211
 Net          -86,931        -41,843
 
U.S. 10-year T-notes (Contracts of $100,000) 
        05 Jul 2019       Prior week
        week           
 Long         638,138        672,136
 Short        927,022        953,235
 Net         -288,884       -281,099
 
U.S. T-bonds (Contracts of $100,000) 
        05 Jul 2019       Prior week
        week           
 Long         164,048        176,935
 Short        163,413        160,745
 Net              635         16,190
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        05 Jul 2019       Prior week
        week           
 Long          94,631         89,917
 Short        392,805        392,174
 Net         -298,174       -302,257
 Eurodollar (Contracts of $1,000,000) 
        05 Jul 2019       Prior week
        week           
 Long       2,619,269      2,457,672
 Short      1,192,868      1,185,002
 Net        1,426,401      1,272,670
 Fed funds (Contracts of $1,000,000) 
        05 Jul 2019       Prior week
        week           
 Long         403,346        460,741
 Short        409,626        510,301
 Net           -6,280        -49,560
 
 (Reporting by Richard Leong
Editing by Leslie Adler)
  
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