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UPDATE 1-Short bets on two-year Treasury note futures highest in almost one year -CFTC

·2 min read

(Adds details, table) NEW YORK, June 10 (Reuters) - Speculators raised their short positions on two-year Treasury note futures to the most since July 2021 in the latest week ended June 7, Commodity Futures Trading Commission (CFTC) data showed on Friday. The amount of speculators' bearish, or short, positions in two-year Treasury futures exceeded bullish, or long, positions by 170,489 contracts. Bearish bets on short-dated government bond futures tend to indicate market expectations that government bond yields will increase on the back of tighter monetary policy. On Friday, two-year yields, which are highly sensitive to interest rate hikes, spiked to their highest since June 2008, after data showed that U.S. consumer prices soared in May. Short positions increased across the Treasury curve, according to CFTC data. Shorts on U.S. Treasury 10-year note futures rose to 266,187 contracts in the week ending June 7, from 238,907 the prior week - their highest level since April. 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) 07 Jun 2022 Prior week week Long 200,307 263,530 Short 370,796 391,648 Net -170,489 -128,118 U.S. 5-year T-notes (Contracts of $100,000) 07 Jun 2022 Prior week week Long 359,715 348,119 Short 582,262 565,907 Net -222,547 -217,788 U.S. 10-year T-notes (Contracts of $100,000) 07 Jun 2022 Prior week week Long 195,120 245,557 Short 461,307 484,464 Net -266,187 -238,907 U.S. T-bonds (Contracts of $100,000) 07 Jun 2022 Prior week week Long 112,838 120,014 Short 107,875 100,253 Net 4,963 19,761 U.S. Ultra T-bonds (Contracts of $100,000) 07 Jun 2022 Prior week week Long 42,957 41,190 Short 357,930 350,468 Net -314,973 -309,278 Eurodollar (Contracts of $1,000,000) 07 Jun 2022 Prior week week Long 367,476 332,811 Short 3,013,978 3,188,027 Net -2,646,502 -2,855,216 Fed funds (Contracts of $1,000,000) 07 Jun 2022 Prior week week Long 149,853 117,407 Short 95,620 92,200 Net 54,233 25,207 (Reporting by Davide Barbuscia; Editing by Leslie Adler and Jonathan Oatis)