MNI China Daily Summary: Monday, November 11

MNI BRIEF: China Oct M2 Rises To Seven-Month High

MNI BRIEF: Japan Oct Sentiment, Outlook Indexes Both Fall

CHINA YTD NEW LOANS CNY16.52 TRLN VS MEDIAN CNY16.7 TRLN: PBOC

MNI: PBOC Net Injects CNY116.4 Bln via OMO Monday

MNI BRIEF: PBOC Has Room For More Easing : Research Head

EZ/UK Bond Supply Calendar: NE, UK, DE Auction on Tuesday

MNI: NORWAY OCT CORE CPI +0.2% M/M, +2.7% Y/Y

MNI: NORWAY OCT CPI +0.6% M/M, +2.6% Y/Y

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

MNI EXCLUSIVE: German Turmoil Dashes EU's Joint-Funding Hopes -Officials

FED: Powell's Time Looks Up, Replacement Could Be Less Willing To Cut Rates?

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

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

110 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 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