February 5, 2019 / 8:40 PM / in 16 days

Speculators trim U.S. 10-year T-note net shorts Dec 31 -CFTC

    Feb 5 (Reuters) - Speculators' net bearish bets on U.S.
10-year Treasury note futures fell after the start of the
partial federal government shutdown in late 2018, 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
308,287 contracts on Dec. 31, according to the CFTC's latest
Commitments of Traders data.
    A week earlier, speculators held 317,632 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) 
        Dec 31 2018       Prior week
        week           
 Long         529,587        486,131
 Short        765,438        758,421
 Net         -235,851       -272,290
 
U.S. 5-year T-notes (Contracts of $100,000) 
        Dec 31 2018       Prior week
        week           
 Long         727,947        677,751
 Short      1,059,177        998,820
 Net         -331,230       -321,069
 
U.S. 10-year T-notes (Contracts of $100,000) 
        Dec 31 2018       Prior week
        week           
 Long         606,682        576,500
 Short        914,969        894,132
 Net         -308,287       -317,632
 
U.S. T-bonds (Contracts of $100,000) 
        Dec 31 2018       Prior week
        week           
 Long         115,599        111,491
 Short        142,112        137,151
 Net          -26,513        -25,660
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        Dec 31 2018       Prior week
        week           
 Long          90,268         82,000
 Short        350,639        352,871
 Net         -260,371       -270,871
 Eurodollar (Contracts of $1,000,000) 
        Dec 31 2018       Prior week
        week           
 Long         885,984        827,836
 Short      2,840,405      2,910,926
 Net       -1,954,421     -2,083,090
 Fed funds (Contracts of $1,000,000) 
        Dec 31 2018       Prior week
        week           
 Long         340,937        314,284
 Short        397,581        383,161
 Net          -56,644        -68,877
 
 (Reporting by Richard Leong in New York
Editing by James Dalgleish)
  
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