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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.
US TSY FUTURES
The latest CFTC CoT report points to a mix of extensions (TU, UXY & US futures) and reductions (FV, TY & WN futures) of existing net short Tsy futures positions ahead of last week’s CPI release.
- The cut off for the reporting period was Apr 9, meaning that the post-CPI move higher in yields, as well as the subsequent paring of some of that move as geopolitical worry dominated ahead of the weekend, will not factor into the positioning provided here.
- Positioning in TY futures is now the least short that it has been over a 52-week period (in outright terms and as a percentage of net OI).
- A reminder that CFTC positioning covering Tsy futures will be skewed by basis trade exposure.
Source: CFTC/MNI - Market News
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
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.
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