February 12, 2019 / 9:03 PM / 3 days ago

Speculators raise U.S. 10-year T-note net shorts Jan. 15 -CFTC

    Feb 12 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures rose a month ago from their lowest
level in about a year, according to Commodity Futures Trading
Commission data released on Tuesday.
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
200,184 contracts on Jan. 15, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 188,068 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) 
        Jan 15 2019       Prior week
        week           
 Long         490,530        448,937
 Short        757,739        757,870
 Net         -267,209       -308,933
 
U.S. 5-year T-notes (Contracts of $100,000) 
        Jan 15 2019       Prior week
        week           
 Long         738,047        698,352
 Short      1,037,640        988,706
 Net         -299,593       -290,354
 
U.S. 10-year T-notes (Contracts of $100,000) 
        Jan 15 2019       Prior week
        week           
 Long         649,982        650,789
 Short        850,166        838,857
 Net         -200,184       -188,068
 
U.S. T-bonds (Contracts of $100,000) 
        Jan 15 2019       Prior week
        week           
 Long         120,600        113,394
 Short        146,073        144,046
 Net          -25,473        -30,652
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        Jan 15 2019       Prior week
        week           
 Long          98,948         93,348
 Short        380,880        356,053
 Net         -281,932       -262,705
 Eurodollar (Contracts of $1,000,000) 
        Jan 15 2019       Prior week
        week           
 Long         890,122        963,735
 Short      2,370,322      2,564,235
 Net       -1,480,200     -1,600,500
 Fed funds (Contracts of $1,000,000) 
        Jan 15 2019       Prior week
        week           
 Long         267,547        280,250
 Short        379,147        396,656
 Net         -111,600       -116,406
 
 (Reporting by Richard Leong; Editing by David Gregorio)
  
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