ReutersReuters

Net shorts increase on U.S. Treasury ultra long bond futures -CFTC

Speculators increased bearish bets on U.S. Treasury ultra-long bond futures to their highest in over two years, Commodity Futures Trading Commission data showed on Friday.

In the week ending Aug. 2, speculators also increased bearish bets on benchmark U.S. Treasury 10-year note futures, to their highest level since April.

U.S. 10-year note futures' net shorts (1043602NNET) increased to 295,490 contracts from 199,860 a week earlier.

Net shorts for U.S. ultra long bond (1020604NNET) increased to 352,115 contracts from 350,261 the prior week, hitting their highest level since March 2020.

Bearish bets expanded also for the short-end of the curve, with U.S. five-year note futures' net shorts (1044601NNET) at the highest since April.

The increases in short positions came after the U.S. Federal Reserve last week raised interest rates by 75 basis points for the second time in two months as it seeks to fight stubbornly high inflation.

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)

02 Aug 2022 week

Prior week

Long

236,803

239,980

Short

336,271

329,844

Net

-99,468

-89,864

U.S. 5-year T-notes (Contracts of $100,000)

02 Aug 2022 week

Prior week

Long

327,896

314,696

Short

663,841

629,869

Net

-335,945

-315,173

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

02 Aug 2022 week

Prior week

Long

239,438

266,814

Short

534,928

466,674

Net

-295,490

-199,860

U.S. T-bonds (Contracts of $100,000)

02 Aug 2022 week

Prior week

Long

83,261

83,344

Short

139,314

129,989

Net

-56,053

-46,645

U.S. Ultra T-bonds (Contracts of $100,000)

02 Aug 2022 week

Prior week

Long

48,880

49,191

Short

400,995

399,452

Net

-352,115

-350,261

Eurodollar (Contracts of $1,000,000)

02 Aug 2022 week

Prior week

Long

391,755

397,570

Short

3,178,438

3,081,509

Net

-2,786,683

-2,683,939

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

02 Aug 2022 week

Prior week

Long

153,948

290,967

Short

156,673

143,799

Net

-2,725

147,168

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