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US TSY FUTURES: CFTC CoT Sees H Funds Trim Net Short, A Managers Add To Net Long

US TSY FUTURES
USBulletMarketsFixed Income BulletsNorth America

No particular cross-investor cohort themes within the latest CFTC CoT report:

  • Leveraged funds added to existing net shorts in both TY & UXY futures, while they trimmed net shorts across the remainder of the curve. The net short cover element was more prominent in DV01 equivalent terms. They remain net short across all contracts.
  • Meanwhile, asset managers added to existing net longs in TY, UXY and WN futures, while trimming net longs across the remainder of the curve. The net long setting element was slightly more prominent in DV01 equivalent terms. They remain net long across all contracts.
  • Non-commercial investors added to net shorts in FV, TY & UXY futures, while adding to net longs in US futures and trimming net shorts in TU & WN futures. They remain net short in all contracts outside of US.
CFTCCoTTsy270125

Source: MNI - Market News/Bloomberg

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No particular cross-investor cohort themes within the latest CFTC CoT report:

  • Leveraged funds added to existing net shorts in both TY & UXY futures, while they trimmed net shorts across the remainder of the curve. The net short cover element was more prominent in DV01 equivalent terms. They remain net short across all contracts.
  • Meanwhile, asset managers added to existing net longs in TY, UXY and WN futures, while trimming net longs across the remainder of the curve. The net long setting element was slightly more prominent in DV01 equivalent terms. They remain net long across all contracts.
  • Non-commercial investors added to net shorts in FV, TY & UXY futures, while adding to net longs in US futures and trimming net shorts in TU & WN futures. They remain net short in all contracts outside of US.
CFTCCoTTsy270125

Source: MNI - Market News/Bloomberg