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

Following futures positions of non-commercials are as of August 4, 2020. 10-year note: Currently net long 92.1k, up 18.9k. The Fed’s balance sheet peaked in the week to June 10 at $7.17 trillion, up nearly $3 trillion in three months.  … Continued

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

Following futures positions of non-commercials are as of July 28, 2020. 10-year note: Currently net long 73.2k, up 44.1k. The 10-year treasury yield lost five basis points this week to 0.54 percent.  Five-month support at 0.57 percent has been breached.  … Continued

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

Following futures positions of non-commercials are as of July 21, 2020. 10-year note: Currently net long 29k, down 29.1k. Tuesday, the FOMC begins a two-day meeting.  This will be the fifth of eight scheduled meetings this year.  There were two … Continued

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

Following futures positions of non-commercials are as of July 14, 2020. 10-year note: Currently net long 58.1k, up 14.9k. The 10-year Treasury yield (0.63 percent) continues to bounce along the lower bound of a four-month range between 0.73 percent and … Continued

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

Following futures positions of non-commercials are as of July 7, 2020. 10-year note: Currently net long 43.2k, up 12.2k. The 10-year Treasury yield is clinging on to support.  It shed four basis points this week to close at 0.63 percent; … Continued

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

Following futures positions of non-commercials are as of June 30, 2020. 10-year note: Currently net long 31k, up 24.5k. The 10-year Treasury yield cannot break the logjam.  Since bottoming on March 9th at 0.40 percent, rates have pretty much been … Continued

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

Following futures positions of non-commercials are as of June 9, 2020. 10-year note: Currently net long 2.3k, up 55.2k. Post-conclusion of FOMC meeting, Fed Chair Jerome Powell Wednesday sought to play down May’s much-better-than-expected jobs report, which showed the economy … Continued