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US TSY FUTURES: CFTC CoT Shows A Managers Trimming Longs In 5- To 10-Year Zone

US TSY FUTURES
USGlobalBulletMarketsFixed Income BulletsRegionNorth America

The latest CFTC CoT report showed asset managers liquidating longs in the 5- to 10-Year zone of the curve, while they added to longs in the wings. The largest DV01 positioning swing amongst that investor cohort came via long setting in WN futures.

  • Meanwhile levered funds covered shorts in TY, UXY & US futures, while they added to shorts in TU & WN futures.
  • A reminder that the period covered by the report included reaction to the firmer-than-expected CPI & PPI data and the (partly weather-related) uptick in initial jobless claims.

Source: MNI - Market News/CFTC/Bloomberg

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The latest CFTC CoT report showed asset managers liquidating longs in the 5- to 10-Year zone of the curve, while they added to longs in the wings. The largest DV01 positioning swing amongst that investor cohort came via long setting in WN futures.

  • Meanwhile levered funds covered shorts in TY, UXY & US futures, while they added to shorts in TU & WN futures.
  • A reminder that the period covered by the report included reaction to the firmer-than-expected CPI & PPI data and the (partly weather-related) uptick in initial jobless claims.

Source: MNI - Market News/CFTC/Bloomberg