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UPDATE 1-Net shorts increase on U.S. Treasury ultra long bond futures -CFTC

·2 min read

(Adds details, table) NEW YORK, Aug 5 (Reuters) - 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 increased to 295,490 contracts from 199,860 a week earlier. Net shorts for U.S. ultra long bond 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 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 Prior week 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 Prior week 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 Prior week 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 Prior week 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 Prior week 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 Prior week 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 Prior week week Long 153,948 290,967 Short 156,673 143,799 Net -2,725 147,168 (Reporting by Davide Barbuscia; Editing by Leslie Adler and David Gregorio)