August 24, 2018 / 7:43 PM / 4 months ago

Speculators raise U.S. 10-year T-note net shorts to record high-CFTC

    By Kate Duguid
    NEW YORK, Aug 24 (Reuters) - Speculators' net bearish bets
on U.S. 10-year Treasury note futures rose in latest week,
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
700,514 contracts on 21 Aug 2018, a record high, according to
the CFTC's latest Commitments of Traders data.
    A week earlier, speculators held 698,194 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) 
        21 Aug 2018       Prior week
        week           
 Long         486,956        475,920
 Short        584,289        562,766
 Net          -97,333        -86,846
 
U.S. 5-year T-notes (Contracts of $100,000) 
        21 Aug 2018       Prior week
        week           
 Long         559,424        562,210
 Short      1,314,762      1,364,760
 Net         -755,338       -802,550
 
U.S. 10-year T-notes (Contracts of $100,000) 
        21 Aug 2018       Prior week
        week           
 Long         503,734        485,815
 Short      1,204,248      1,184,009
 Net         -700,514       -698,194
 
U.S. T-bonds (Contracts of $100,000) 
        21 Aug 2018       Prior week
        week           
 Long         149,385        142,422
 Short        157,886        168,917
 Net           -8,501        -26,495
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        21 Aug 2018       Prior week
        week           
 Long         101,722         94,523
 Short        326,117        335,006
 Net         -224,395       -240,483
 Eurodollar (Contracts of $1,000,000) 
        21 Aug 2018       Prior week
        week           
 Long       1,009,552        950,596
 Short      3,890,336      3,857,378
 Net       -2,880,784     -2,906,782
 Fed funds (Contracts of $1,000,000) 
        21 Aug 2018       Prior week
        week           
 Long         234,735        239,323
 Short        213,449        180,404
 Net           21,286         58,919
 
 (Reporting by Kate Duguid
Editing by Susan Thomas)
  
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