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UPDATE 1-U.S. Treasury two-year futures' net shorts highest in over a year -CFTC

·2 min read

(Adds details, table) NEW YORK, Aug 26 (Reuters) - Speculators increased bearish bets on U.S. Treasury two-year note futures to their highest in over one year in the latest week, Commodity Futures Trading Commission data showed on Friday. U.S. two-year note futures' net shorts hit 241,143 contracts in the week ended Aug. 23 - the most since May 2021, up from 214,048 the previous week. Net shorts on five-year notes' futures went up to the highest since November 2018 and bearish bets on 10-year notes futures were the highest since March this year, according to CFTC data. The rise in net short positioning, particularly on the front end of the curve, reflected expectations that the U.S. Federal Reserve will keep raising interest rates to fight stubbornly high inflation. On Friday, at the Fed's annual symposium in Jackson Hole, Wyoming, Fed Chair Jerome Powell reiterated that investors should not expect the U.S. central bank to reduce interest rates until inflation is tamed. After Powell's speech, U.S. two-year Treasury yields briefly popped to their highest levels since October 2007 before stabilizing near two-month highs. 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) 23 Aug 2022 Prior week week Long 178,737 180,858 Short 419,880 394,906 Net -241,143 -214,048 U.S. 5-year T-notes (Contracts of $100,000) 23 Aug 2022 Prior week week Long 286,071 265,741 Short 789,596 733,116 Net -503,525 -467,375 U.S. 10-year T-notes (Contracts of $100,000) 23 Aug 2022 Prior week week Long 277,270 209,821 Short 658,439 572,949 Net -381,169 -363,128 U.S. T-bonds (Contracts of $100,000) 23 Aug 2022 Prior week week Long 93,696 88,791 Short 144,827 136,116 Net -51,131 -47,325 U.S. Ultra T-bonds (Contracts of $100,000) 23 Aug 2022 Prior week week Long 64,305 55,063 Short 440,538 429,986 Net -376,233 -374,923 Eurodollar (Contracts of $1,000,000) 23 Aug 2022 Prior week week Long 484,900 429,027 Short 3,363,711 3,298,904 Net -2,878,811 -2,869,877 Fed funds (Contracts of $1,000,000) 23 Aug 2022 Prior week week Long 273,435 243,264 Short 170,785 154,606 Net 102,650 88,658 (Reporting by Davide Barbuscia; editing by Jonathan Oatis and Richard Chang)