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1-Way Positioning In CFTC CoT, Doesn't Catch Latest Steepening


A one-way reduction in net shorts/extension of net longs across the U.S. Tsy and STIR futures space in the week to 9 February, per the latest CFTC CoT report, released on Friday.

  • Non-commercial positioning in FV futures turned net long for the first time since July.
  • The cut-off date means that the release doesn't capture the latest round of steepening, which was seen at the backend of last week.

MNI London Bureau | +44 0203-865-3809 |
MNI London Bureau | +44 0203-865-3809 |

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