(Adds context) By Kate Duguid NEW YORK, March 5 (Reuters) - Speculators' net bearish bets on U.S. 10-year Treasury note futures rose in the latest week to the highest since May 2020, according to Commodity Futures Trading Commission data released on Friday. The amount of speculators' bearish, or short, positions in 10-year Treasury futures exceeded bullish, or long, positions by 95,611 contracts on March 2, according to the CFTC's latest Commitments of Traders data. A week earlier, speculators held 2,789 net long positions in 10-year T-note futures. Treasury yields have surged in recent weeks on rising inflation expectations and improving economic data. The benchmark 10-year Treasury on Friday hit its highest level since February 2020, before the coronavirus pandemic took hold in the United States. The CFTC data, which covers the seven-day period through March 2, shows that investors early this week were betting that Treasury prices would continue to fall as yields rose. 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 Mar 2021 Prior week week Long 410,969 623,688 Short 668,496 663,559 Net -257,527 -39,871 U.S. 5-year T-notes (Contracts of $100,000) 02 Mar 2021 Prior week week Long 699,766 833,986 Short 673,279 738,580 Net 26,487 95,406 U.S. 10-year T-notes (Contracts of $100,000) 02 Mar 2021 Prior week week Long 534,323 642,543 Short 629,934 639,754 Net -95,611 2,789 U.S. T-bonds (Contracts of $100,000) 02 Mar 2021 Prior week week Long 120,484 129,775 Short 310,818 286,084 Net -190,334 -156,309 U.S. Ultra T-bonds (Contracts of $100,000) 02 Mar 2021 Prior week week Long 65,849 90,156 Short 321,309 305,192 Net -255,460 -215,036 Eurodollar (Contracts of $1,000,000) 02 Mar 2021 Prior week week Long 2,268,350 2,372,370 Short 1,661,951 1,619,872 Net 606,399 752,498 Fed funds (Contracts of $1,000,000) 02 Mar 2021 Prior week week Long 69,511 98,122 Short 180,568 209,600 Net -111,057 -111,478 (Reporting by Kate Duguid; Editing by Leslie Adler)
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March 06, 2021 at 03:58AM
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UPDATE 1-Short positions in 10-year Treasury rise to 10-month high - Yahoo Finance
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