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US TSY FUTURES: CFTC COT Shows Hedge Fund & Asset M'ger Cover In Most Contracts

US TSY FUTURES
USBulletMarketsFixed Income BulletsNorth America

The latest CFTC CoT report pointed to slightly more prominent cover of existing positions for both asset managers and hedge funds (in net curve-wide DV01 equivalent terms).

  • Asset managers covered longs in TU, TY, US & WN futures, while they added to longs in FV & UXY futures. They remain net long across all contracts.
  • Hedge funds covered shorts in TU, FV, TY & WN futures, while they added to shorts in UXY & US futures.
  • Broader net non-commercial futures positioning in FV futures hit fresh all-time extreme short levels.

Source: MNI - Market News/CFTC/Bloomberg

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The latest CFTC CoT report pointed to slightly more prominent cover of existing positions for both asset managers and hedge funds (in net curve-wide DV01 equivalent terms).

  • Asset managers covered longs in TU, TY, US & WN futures, while they added to longs in FV & UXY futures. They remain net long across all contracts.
  • Hedge funds covered shorts in TU, FV, TY & WN futures, while they added to shorts in UXY & US futures.
  • Broader net non-commercial futures positioning in FV futures hit fresh all-time extreme short levels.

Source: MNI - Market News/CFTC/Bloomberg