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CFTC CoT Shows Net Shorts Trimmed In Major Tsy Futures Contracts

US TSY FUTURES

A quick look at the latest CFTC CoT report revealed a one-way direction of travel for net positioning across the major Tsy futures contracts, which saw net shorts pared back in the TU, FV & US contracts, while TY positioning flipped net long again (as the choppy, unidirectional, nature of that particular contract's net positioning remained evident), in the week ending Tuesday 20 April.

  • In STIR futures, net length in Eurodollar futures saw another (modest) reduction. Meanwhile, net shorts in Fed Funds futures extended, hitting the shortest outright levels seen since Aug '19.


MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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