A survey of Morgan Stanley's U.S. Treasury clients shows that the proportion of short positions has risen to its highest level since February 3.

Jin10 data reported on September 3, that a survey of Morgan Stanley's U.S. Treasury clients shows that as of the week ending September 2, the proportion of short positions rose by 8 percentage points, reaching the highest level since February 3. The proportion of long positions increased by 2 percentage points, while the neutral proportion decreased by 10 percentage points. The net long position proportion is at the lowest level since February 3.