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A Mixed Bag In Latest CFTC CoT

US TSYS

The latest CFTC CoT report (covering the week ending 11 May) revealed a trimming of net short positions in the TU & US contracts, while TY positioning flipped back to marginally net long. Positioning in FV was the exception to the broader rule among the major Tsy futures, with net short positioning deepening there.

  • STIR positioning lacked a clear direction, with net length in Eurodollar futures trimmed, while the net short positioning in Fed Fund Futures was trimmed.

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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