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U.S. Treasury 5-year note futures’ net shorts hit largest in a year -CFTC data -Breaking

by Mike Robinson

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© Reuters. FILE PHOTO : This sign can be seen at the US Commodity Futures Trading Commission in Washington D.C. U.S.A on August 30, 2020. REUTERS/Andrew Kelly/File Photograph

NEW YORK (Reuters] – Speculators’ net bearish wagers on U.S. 5-year Treasury Note futures rose by their highest since November 2020, according Commodity Futures Trading Commission data.

U.S. Five-year Note Futures, which reflect rates hike expectations, had net shorts of 40% in week end Nov. 9 based on CFTC data.

The U.S. Treasury note futures on 10-year Treasury notes fell during the week.

Last week’s 267 332 contracts saw speculators take bearish or short positions in 10 year Treasury futures.

One week ago, 268,669 short positions were held by speculators in the 10-year T-note futures. This is the highest level since February 2020.

Here is a list of the speculative positions for the Chicago Board of Trade Treasury futures and the Chicago Mercantile Exchange Eurodollar futures in the most recent week.

U.S. 2-year Treasury Notes (Contracts for $200,000)

09 Nov 2021 Prior Week

week

Long 345.187 329.143

Short 361,924 392,251

Net -16.737-63.108

U.S. 5-year Treasury Notes (Contracts up to $100,000).

09 Nov 2021 Prior Week

week

Long 258,018 317 689

Short 665 503 694 042

Net -407.485 -376.353

U.S. 10 year T-notes (Contracts for $100,000)

09 Nov 2021 Prior Week

week

Long 491,821 496.137

Short 759.153 764.806

Net -267.332 -268.669

U.S. Treasury Bonds (Contracts for $100,000)

09 Nov 2021 Prior Week

week

Long 132.694 121.529

Short 160,766154,076

Net -28.072 –32.547

U.S. ultra T-bonds, Contracts for $100,000

09 Nov 2021 Prior Week

week

Long 58 213 47,132

Short 358 995 339 743

Net -300.782 -292.611

Eurodollar (Contracts for $1,000,000)

09 Nov 2021 Prior Week

week

Long 1,581 479 1,561 061

Short 2,553,389 2,554,434

Net -971 9,910 -993 3,373

Fed funds (Contracts over $1,000,000)

09 Nov 2021 Prior Week

week

Long 48,886 51,587

Short 116.835 113.055

Net -67.949, 62.468

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