CoT: Peek Into Future Through Futures, How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of June 4, 2019. 10-year note: Currently net short 467.7k, up 91.5k. Friday’s intraday low of 2.05 percent came pretty close to testing the September 2017 low of 2.03 percent.  A breach of … Continued

CoT: Peek Into Future Through Futures, How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of May 28, 2019. 10-year note: Currently net short 376.2k, down 47.2k. Where is the bottom? The 10-year Treasury yield (2.14 percent) last Thursday sliced through support at 2.36 percent.  This week, it … Continued

CoT: Peek Into Future Through Futures, How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of May 21, 2019. 10-year note: Currently net short 423.4k, up 70.5k. There goes that support.  Thursday’s 10-basis-point drop in the 10-year Treasury yield (2.32 percent) sliced right through nine-year support at 2.40 … Continued

CoT: Peek Into Future Through Futures, How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of May 14, 2019. 10-year note: Currently net short 352.8k, up 22.3k. Last October, the 10-year Treasury yield (2.39 percent) peaked at 3.25 percent before coming under sustained pressure.  It bottomed at 2.36 … Continued

CoT: Peek Into Future Through Futures, How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of April 23, 2019. 10-year note: Currently net short 323.8k, up 48.1k. After getting rejected at 2.61 percent Wednesday last week, the 10-year Treasury yield (2.51 percent) went after that level again this … Continued

CoT: Peek Into Future Through Futures, How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of April 16, 2019. 10-year note: Currently net short 275.7k, up 14.1k. The support-turned-resistance at 2.62 percent was tested – unsuccessfully – Wednesday when the 10-year yield (2.56 percent) rallied to 2.61 percent.  … Continued

CoT: Peek Into Future Through Futures, How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of April 9, 2019. 10-year note: Currently net short 261.6k, up 37.3k. During the week, job openings painted a mixed picture.  Non-farm job openings (JOLTS) for February dropped 538,000 month-over-month to 7.1 million.  … Continued

CoT: Peek Into Future Through Futures, How Hedge Funds Are Positioned

Following futures positions of non-commercials are as of April 2, 2019. 10-year note: Currently net short 224.2k, up 57.7k. The 10-year Treasury rate (2.5 percent) rallied nine basis points this week.  Support around the intraday low of 2.36 percent eight … Continued