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U.S. Treasury 10-year note futures' net shorts largest since February 2020 -CFTC

BY Reuters | TREASURY | 01/14/22 03:55 PM EST

NEW YORK, Jan 14 (Reuters) - Speculators' net bearish bets on benchmark U.S. 10-year Treasury note futures swelled to their largest since February 2020, just before the onset of the pandemic, according to Commodity Futures Trading Commission data released on Friday.

Futures on U.S. 10-year notes showed net shorts of 349,839 contracts in the week ended Jan. 11, compared with 276,923 contracts the previous week. (Reporting by Gertrude Chavez-Dreyfuss; Editing by Leslie Adler)

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In general the bond market is volatile, and fixed income securities carry interest rate risk. (As interest rates rise, bond prices usually fall, and vice versa. This effect is usually more pronounced for longer-term securities.) Fixed income securities also carry inflation risk and credit and default risks for both issuers and counterparties. Unlike individual bonds, most bond funds do not have a maturity date, so avoiding losses caused by price volatility by holding them until maturity is not possible.

Lower-quality debt securities generally offer higher yields, but also involve greater risk of default or price changes due to potential changes in the credit quality of the issuer. Any fixed income security sold or redeemed prior to maturity may be subject to loss.

Before investing, consider the funds' investment objectives, risks, charges, and expenses. Contact Fidelity for a prospectus or, if available, a summary prospectus containing this information. Read it carefully.

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