May 20 (Reuters) - Speculators raised their bearish bets on
two- and 10-year Treasury note futures in the latest week, with
shorts on two-year notes rising to the highest level since July,
Commodity Futures Trading Commission (CFTC) data showed on
Friday.
Net shorts on U.S. two-year note futures rose
to 134,637 in the week ending May 17, the most since July 6,
from 126,829 the previous week. Shorts on 10-year note futures
also increased, to 160,091, the most since April
19, from 85,972.
Bearish bets on five-year note futures fell to
260,224 in the latest week, the fewest since Feb. 15, from
325,674.
U.S. 2-year T-notes (Contracts of $200,000)
17 May 2022 Prior week
week
Long 307,951 275,153
Short 442,588 401,982
Net -134,637 -126,829
U.S. 5-year T-notes (Contracts of $100,000)
17 May 2022 Prior week
week
Long 298,615 291,527
Short 558,839 617,201
Net -260,224 -325,674
U.S. 10-year T-notes (Contracts of $100,000)
17 May 2022 Prior week
week
Long 314,613 406,123
Short 474,704 492,095
Net -160,091 -85,972
U.S. T-bonds (Contracts of $100,000)
17 May 2022 Prior week
week
Long 146,002 131,916
Short 113,995 116,463
Net 32,007 15,453
U.S. Ultra T-bonds (Contracts of $100,000)
17 May 2022 Prior week
week
Long 48,033 45,084
Short 342,592 356,597
Net -294,559 -311,513
Eurodollar (Contracts of $1,000,000)
17 May 2022 Prior week
week
Long 336,958 356,101
Short 3,211,409 2,956,688
Net -2,874,451 -2,600,587
Fed funds (Contracts of $1,000,000)
17 May 2022 Prior week
week
Long 100,043 103,238
Short 51,028 54,076
Net 49,015 49,162
(Reporting By Karen Brettell; Editing by Mark Porter)