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US TSY FUTURES: CFTC: Asset Managers Build On Longs, Levered Funds Add Shorts

US TSY FUTURES
USGlobalBulletMarketsFixed Income BulletsRegionNorth America

The latest CFTC COT report pointed to relatively familiar themes when it came to positioning movements, as asset managers built on their broader net longs (only WN futures saw a cut in net length from that cohort), while levered funds added to overall net shorts (albeit while cutting net shorts in US & WN futures).

  • Non-commercial net shorts swelled in TU through UXY futures, while overall net short non-commercial positioning was trimmed in US & WN futures.
  • A reminder that the survey covers the period through October 29, so doesn’t capture reaction to the NFP release.
  • The presence of basis trades will skew positioning provided within the CFTC CoT.

Source: MNI - Market NEws/CFTC/Bloomberg

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The latest CFTC COT report pointed to relatively familiar themes when it came to positioning movements, as asset managers built on their broader net longs (only WN futures saw a cut in net length from that cohort), while levered funds added to overall net shorts (albeit while cutting net shorts in US & WN futures).

  • Non-commercial net shorts swelled in TU through UXY futures, while overall net short non-commercial positioning was trimmed in US & WN futures.
  • A reminder that the survey covers the period through October 29, so doesn’t capture reaction to the NFP release.
  • The presence of basis trades will skew positioning provided within the CFTC CoT.

Source: MNI - Market NEws/CFTC/Bloomberg