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US TSY FUTURES: CFTC CoT Shows A Managers Adding To Longs, Fund Shorts Growing

US TSY FUTURES
USBulletMarketsFixed Income BulletsNorth America

The latest CFTC CoT showed asset managers and leveraged funds adding to their overall net exposures in the week ending January 28.

  • Asset managers added to net longs in TU, FV, TY & WN futures, while they trimmed net longs in UXY and US futures. The net long setting instances were larger from a DV01 equivalent perspective, with the cohort remaining net long across all contracts.
  • Leveraged funds added to net shorts in all contracts outside of UXY futures, where they trimmed net short exposure. The net short setting seen in TY futures was sizeable (~$13mln DV01). The cohort remains net short across all contacts.
  • Broader non-commercial net positioning swings were mixed, with some net shorts being added to (TU, TY & WN) and trimmed (FV & UXY), while the only net long position the cohort holds (UXY) was added to.
COT

Source: MNI Markets/CFTC

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The latest CFTC CoT showed asset managers and leveraged funds adding to their overall net exposures in the week ending January 28.

  • Asset managers added to net longs in TU, FV, TY & WN futures, while they trimmed net longs in UXY and US futures. The net long setting instances were larger from a DV01 equivalent perspective, with the cohort remaining net long across all contracts.
  • Leveraged funds added to net shorts in all contracts outside of UXY futures, where they trimmed net short exposure. The net short setting seen in TY futures was sizeable (~$13mln DV01). The cohort remains net short across all contacts.
  • Broader non-commercial net positioning swings were mixed, with some net shorts being added to (TU, TY & WN) and trimmed (FV & UXY), while the only net long position the cohort holds (UXY) was added to.
COT

Source: MNI Markets/CFTC