CANADA NOV BUDGET DEFICIT CAD8.2 BLN VS YEAR AGO CAD4.0 BLN

MNI BRIEF: Fed's Goolsbee Supports Slowing Rate Cuts

CANADA DELAYS IMPLEMENTING CAPITAL GAINS TAX HIKE TO JAN 2026

MNI BRIEF: US Dec Core PCE Inflation In Line With Expectations

MNI BRIEF: Fed's Bowman Wants Inflation Progress Before Cuts

MNI: BRAZIL'S COPOM RAISES SELIC RATE BY 100 BPS TO 13.25%

MNI: BAKER HUGHES US RIG COUNT 582; OIL RIGS 479; GAS RIGS 98

BAKER HUGHES CANADA RIG COUNT 258; OIL RIGS 186; GAS RIGS 72

EZ/UK Bond Supply Calendar: Austria, UK Auction on Tuesday

GERMANY: Economy Ministry Lowers 2025 Growth Forecast As Expected

MNI EXCLUSIVE: EU-Mercosur Deal Close, But Likely Short-Lived - Officials

© 1982-2025 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

US TSY FUTURES: Asset Managers Add to Net Long, Hedge Funds Trim Net Short

US TSY FUTURES
USBulletMarketsFixed Income BulletsNorth America

The latest CFTC CoT report revealed that asset managers added to their overall net long position in DV01 equivalent terms, as net long setting in UXY and US futures outweighed long cover in all other contracts. The cohort remains net long across all contracts.

  • Meanwhile rounds of hedge fund short setting (UXY & US) were outweighed by short cover elsewhere (in DV01 equivalent terms). The cohort remains net short across all contracts.
  • Overall non-commercial positioning remains net short across all contracts.
  • CFTC CoT positioning metrics will be skewed by the presence of basis trades.

Source: MNI - Market  News/CFTC/Bloomberg

95 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.

The latest CFTC CoT report revealed that asset managers added to their overall net long position in DV01 equivalent terms, as net long setting in UXY and US futures outweighed long cover in all other contracts. The cohort remains net long across all contracts.

  • Meanwhile rounds of hedge fund short setting (UXY & US) were outweighed by short cover elsewhere (in DV01 equivalent terms). The cohort remains net short across all contracts.
  • Overall non-commercial positioning remains net short across all contracts.
  • CFTC CoT positioning metrics will be skewed by the presence of basis trades.

Source: MNI - Market  News/CFTC/Bloomberg