Speculators raise bearish bets on two-, 10-year Treasury futures

BY Reuters | TREASURY | 05/20/22 03:52 PM EDT
       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
    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

     U.S. 2-year T-notes (Contracts of $200,000)
        17 May 2022       Prior 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
 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
 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
 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
 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
 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
 Long         100,043        103,238
 Short         51,028         54,076
 Net           49,015         49,162

 (Reporting By Karen Brettell; Editing by Mark Porter)

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