© Reuters. FILE PHOTO: U.S. dollar banknotes are seen in this illustration taken July 17, 2022. REUTERS/Dado Ruvic/Illustration/File Photo
(Reuters) – Speculators raised their short positions on two-year Treasury note futures to the most since at least 1990 in the latest week, Commodity Futures Trading Commission (CFTC) data showed on Monday.
Net shorts on U.S. two-year note futures rose to 483,273 in the week ending Nov. 8 from 437,785 the previous week.
The increase came even as speculators cut bets that yields would continue to rise in other parts of the U.S. Treasury yield curve.
Short positions on 10-year note futures fell to 283,059 from 298,316 the previous week. Bearish bets on five-year note futures also dipped to 499,455 from 536,987.
U.S. 2-year T-notes (Contracts of $200,000)
08 Nov 2022 Prior week
week
Long 184,479 164,982
Short 667,752 602,767
Net -483,273 -437,785
U.S. 5-year T-notes (Contracts of $100,000)
08 Nov 2022 Prior week
week
Long 305,068 213,179
Short 804,523 750,166
Net -499,455 -536,987
U.S. 10-year T-notes (Contracts of $100,000)
08 Nov 2022 Prior week
week
Long 499,430 471,166
Short 782,489 769,482
Net -283,059 -298,316
U.S. T-bonds (Contracts of $100,000)
08 Nov 2022 Prior week
week
Long 68,339 67,408
Short 159,064 162,713
Net -90,725 -95,305
U.S. Ultra T-bonds (Contracts of $100,000)
08 Nov 2022 Prior week
week
Long 88,204 85,681
Short 470,377 473,847
Net -382,173 -388,166
Eurodollar (Contracts of $1,000,000)
08 Nov 2022 Prior week
week
Long 487,273 589,471
Short 2,599,923 2,540,167
Net -2,112,650 -1,950,696
Fed funds (Contracts of $1,000,000)
08 Nov 2022 Prior week
week
Long 169,529 140,734
Short 147,559 157,925
Net 21,970 -17,191
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