Speculative U.S. 10-year T-note net shorts hit near 11-month high -CFTC
Feb 2 (Reuters) - Speculators' net bearish bets on U.S. 10-year Treasury note futures rose to their highest in nearly 11 months in earlier this week when 10-year yield was on its way to hit a four-year peak, 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 215,600 contracts on 30 Jan 2018, according to the CFTC's latest Commitments of Traders data. This was the highest level of speculative net shorts in 10-year T-note futures since 298,514 on March 7, 2017. A week earlier, speculators held 117,877 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 Jan 2018 Prior week week Long 405,884 415,984 Short 734,950 717,070 Net -329,066 -301,086 U.S. 5-year T-notes (Contracts of $100,000) 30 Jan 2018 Prior week week Long 631,711 612,262 Short 1,025,158 1,047,269 Net -393,447 -435,007 U.S. 10-year T-notes (Contracts of $100,000) 30 Jan 2018 Prior week week Long 671,251 680,153 Short 886,851 798,030 Net -215,600 -117,877 U.S. T-bonds (Contracts of $100,000) 30 Jan 2018 Prior week week Long 188,026 204,496 Short 134,627 148,765 Net 53,399 55,731 U.S. Ultra T-bonds (Contracts of $100,000) 30 Jan 2018 Prior week week Long 49,120 47,180 Short 187,171 186,427 Net -138,051 -139,247 Eurodollar (Contracts of $1,000,000) 30 Jan 2018 Prior week week Long 792,333 729,675 Short 3,717,236 3,569,594 Net -2,924,903 -2,839,919 Fed funds (Contracts of $1,000,000) 30 Jan 2018 Prior week week Long 202,361 181,408 Short 182,566 188,936 Net 19,795 -7,528 (Reporting by Richard Leong Editing by Chizu Nomiyama)