MNI: ITALY NOV FINAL HICP 1.5% Y/Y (FLASH 1.6%); OCT 1.0%

MNI China Daily Summary: Monday, December 16

MNI: UK DEC FLASH MANUF PMI 47.3 (FCST: 48.5); NOV 48.0

MNI NBH POLICY: NBH To Hold Rates As Inflation In Line

MNI BRIEF: China To Target Consumption Via Special Debt Issue

MNI Brief: China Expected To Achieve 2024 Economic Goals - NBS

MNI: US NY FED EMPIRE STATE MFG INDEX 0.2 DEC

MNI: EUROZONE DEC FLASH MANUF PMI 45.2 (FCST:45.3); NOV 45.2

MNI: GERMANY DEC FLASH MANUF PMI 42.5 (FCST: 43.1); NOV 43.0

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

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

US TSY FUTURES: CFTC CoT Shows Hedge Funds Trimming Long End Shorts

US TSY FUTURES
USBulletMarketsFixed Income BulletsNorth America

The latest CFTC CoT report showed hedge funds covering shorts in the long end (UXY through WN futures) as well as in FV futures, while they added to shorts in TU & TY futures. The cover further out the curve provided a more meaningful positioning swing (in DV01 equivalent terms). The cohort remains net short across all contracts.

  • Asset manager positioning saw a mix of net longs being added to (TY, UXY & WN) and trimmed (TU, FV & US). The cohort remains net long across all contracts.
  • Broader non-commercial net positioning saw a mix of net shorts being added to and trimmed. The cohort remains net short across all contracts.

Source: MNI - Market News/CFTC/Bloomberg 

113 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 showed hedge funds covering shorts in the long end (UXY through WN futures) as well as in FV futures, while they added to shorts in TU & TY futures. The cover further out the curve provided a more meaningful positioning swing (in DV01 equivalent terms). The cohort remains net short across all contracts.

  • Asset manager positioning saw a mix of net longs being added to (TY, UXY & WN) and trimmed (TU, FV & US). The cohort remains net long across all contracts.
  • Broader non-commercial net positioning saw a mix of net shorts being added to and trimmed. The cohort remains net short across all contracts.

Source: MNI - Market News/CFTC/Bloomberg