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InvestmentsU.S. Treasury 5-year note futures' net shorts hit largest in a year...

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

© Reuters. FILE PHOTO: Signage is seen outdoors of the US Commodity Futures Trading Commission (CFTC) in Washington, D.C., U.S., August 30, 2020. REUTERS/Andrew Kelly/File Photo

NEW YORK (Reuters) – Speculators’ net bearish bets on U.S. 5-year Treasury note futures rose to their largest since November 2020, based on Commodity Futures Trading Commission data launched on Monday.

Futures on U.S. five-year notes, which have come to replicate fee hike expectations, confirmed net shorts of 407,485 contracts primarily based on CFTC data in the week ended Nov. 9.

Meanwhile, U.S. 10-year Treasury note futures fell in the newest week.

The quantity of speculators’ bearish, or quick, positions in 10-year Treasury futures exceeded bullish, or lengthy, positions by 267,332 contracts final week.

Every week earlier, speculators held 268,669 net quick positions in 10-year T-note futures, essentially the most since February 2020.

Below is a desk of the speculative positions in Treasury futures on the Chicago Board of Trade and in Eurodollar futures on the Chicago Mercantile Exchange in the newest week:

U.S. 2-year T-notes (Contracts of $200,000)

09 Nov 2021 Prior week


Long 345,187 329,143

Short 361,924 392,251

Net -16,737 -63,108

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

09 Nov 2021 Prior week


Long 258,018 317,689

Short 665,503 694,042

Net -407,485 -376,353

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

09 Nov 2021 Prior week


Long 491,821 496,137

Short 759,153 764,806

Net -267,332 -268,669

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

09 Nov 2021 Prior week


Long 132,694 121,529

Short 160,766 154,076

Net -28,072 -32,547

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

09 Nov 2021 Prior week


Long 58,213 47,132

Short 358,995 339,743

Net -300,782 -292,611

Eurodollar (Contracts of $1,000,000)

09 Nov 2021 Prior week


Long 1,581,479 1,561,061

Short 2,553,389 2,554,434

Net -971,910 -993,373

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

09 Nov 2021 Prior week


Long 48,886 50,587

Short 116,835 113,055

Net -67,949 -62,468

Disclaimer: Fusion Media wish to remind you that the data contained in this web site will not be essentially real-time nor correct. All CFDs (shares, indexes, futures) and Forex costs are usually not supplied by exchanges however moderately by market makers, and so costs might not be correct and will differ from the precise market worth, that means costs are indicative and never applicable for buying and selling functions. Therefore Fusion Media doesn`t bear any duty for any buying and selling losses you may incur as a results of utilizing this data.

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