UPDATE 1-U.S. Treasury 5-year note futures’ net shorts hit largest in a year -CFTC data

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 (Adds CFTC table)
    NEW YORK, Nov 15 (Businesshala) - Speculators' net bearish bets
on U.S. 5-year Treasury note futures rose to their largest since
November 2020, according to Commodity Futures Trading Commission
data released on Monday.
    Futures on U.S. five-year notes, which have come to reflect
rate hike expectations, showed net shorts of 407,485 contracts
 based on CFTC data in the week ended Nov. 9.
    Meanwhile, U.S. 10-year Treasury note futures fell in the
latest week. 
    The amount of speculators' bearish, or short, positions in
10-year Treasury futures exceeded bullish, or long, positions by
267,332 contracts last week. 
    A week earlier, speculators held 268,669 net short positions
in 10-year T-note futures, the most since February
2020.
    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) 
        09 Nov 2021       Prior week
        week           
 Long         345,187        329,143
 Short        361,924        392,251
 Net          -16,737        -63,108
 
U.S. 5-year T-notes (Contracts of $100,000) 
        09 Nov 2021       Prior week
        week           
 Long         258,018        317,689
 Short        665,503        694,042
 Net         -407,485       -376,353
 
U.S. 10-year T-notes (Contracts of $100,000) 
        09 Nov 2021       Prior week
        week           
 Long         491,821        496,137
 Short        759,153        764,806
 Net         -267,332       -268,669
 
U.S. T-bonds (Contracts of $100,000) 
        09 Nov 2021       Prior week
        week           
 Long         132,694        121,529
 Short        160,766        154,076
 Net          -28,072        -32,547
 
U.S. Ultra T-bonds (Contracts of $100,000) 
        09 Nov 2021       Prior week
        week           
 Long          58,213         47,132
 Short        358,995        339,743
 Net         -300,782       -292,611
 Eurodollar (Contracts of $1,000,000) 
        09 Nov 2021       Prior week
        week           
 Long       1,581,479      1,561,061
 Short      2,553,389      2,554,434
 Net         -971,910       -993,373
 Fed funds (Contracts of $1,000,000) 
        09 Nov 2021       Prior week
        week           
 Long          48,886         50,587
 Short        116,835        113,055
 Net          -67,949        -62,468
 
 (Reporting by Gertrude Chavez-Dreyfuss, Editing by Rosalba
O'Brien and Dan Grebler)
  
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