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Speculator shorts on 10-year Treasury futures largest since December, CFTC says

ReutersJan 31, 2025 9:26 PM

Adds details, table

- Speculators raised their net short bets on 10-year Treasury futures to the largest since Dec. 17 in the latest week, while bearish bets on five-year Treasury futures were the smallest since Dec. 24, according to data from the Commodity Futures Trading Commission on Friday.

Net short bets on the benchmark 10-year note futures rose to 700,642 contracts in the week ended Jan. 28, from 580,245 the previous week, data showed. 1043602NNET

Bearish bets on five-year note futures shrank to 1,776,055 contracts, from 1,796,191 1044601NNET.

Net shorts on two-year Treasury futures rose to 1,201,559 contracts, from 1,174,377 1042601NNET. Net long bets on U.S. bonds rose to 28,584 contracts, the largest since May 2024, from 24,456. 1020601NNET

U.S. Long T-bonds short bets rose to 241,592 contracts, from 229,988, data showed. 1020604NNET

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)

28 Jan 2025 week

Prior week

Long

594,596

547,540

Short

1,796,155

1,721,917

Net

-1,201,559

-1,174,377

U.S. 5-year T-notes (Contracts of $100,000)

28 Jan 2025 week

Prior week

Long

417,956

362,768

Short

2,194,011

2,158,959

Net

-1,776,055

-1,796,191

U.S. 10-year T-notes (Contracts of $100,000)

28 Jan 2025 week

Prior week

Long

683,437

654,181

Short

1,384,079

1,234,426

Net

-700,642

-580,245

U.S. T-bonds (Contracts of $100,000)

28 Jan 2025 week

Prior week

Long

466,674

456,188

Short

438,090

431,732

Net

28,584

24,456

U.S. Long T-bonds (Contracts of $100,000)

28 Jan 2025 week

Prior week

Long

139,167

147,411

Short

380,759

377,399

Net

-241,592

-229,988

Disclaimer: The information provided on this website is for educational and informational purposes only and should not be considered financial or investment advice.

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