U.S. Treasury net shorts decrease in latest week - CFTC
NEW YORK, Nov 28 (Reuters) - Speculators' net bearish
bets on U.S. Treasury note futures decreased in the latest week,
according to Commodity Futures Trading Commission data released
on Monday.
The amount of speculators' bearish, or short, positions in
two-year Treasury futures exceeded bullish, or
long, positions by 566,995 contracts on Nov. 22, according to
the CFTC's latest Commitments of Traders data.
Net shorts on those futures had gone up to their highest
since at least 1990 as of the prior week ended on Nov. 15.
Speculators trimmed bearish bets on other maturities too,
with 10-year note futures' net shorts down to
321,256 contracts from 343,021 a week earlier.
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)
22 Nov 2022 Prior week
week
Long 168,580 146,333
Short 735,575 732,603
Net -566,995 -586,270
U.S. 5-year T-notes (Contracts of $100,000)
22 Nov 2022 Prior week
week
Long 334,470 309,373
Short 858,124 856,991
Net -523,654 -547,618
U.S. 10-year T-notes (Contracts of $100,000)
22 Nov 2022 Prior week
week
Long 473,384 472,288
Short 794,640 815,309
Net -321,256 -343,021
U.S. T-bonds (Contracts of $100,000)
22 Nov 2022 Prior week
week
Long 60,382 57,233
Short 150,866 154,914
Net -90,484 -97,681
U.S. Ultra T-bonds (Contracts of $100,000)
22 Nov 2022 Prior week
week
Long 76,599 94,540
Short 453,610 472,248
Net -377,011 -377,708
Eurodollar (Contracts of $1,000,000)
15 Nov 2022 Prior week
week
Long 559,946 487,273
Short 2,526,877 2,599,923
Net -1,966,931 -2,112,650
Fed funds (Contracts of $1,000,000)
22 Nov 2022 Prior week
week
Long 196,688 149,424
Short 185,515 175,978
Net 11,173 -26,554
(Reporting by Davide Barbuscia; Editing by Lisa Shumaker)