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

Following futures positions of non-commercials are as of September 19, 2023. 10-year note: Currently net short 702.3k, down 42k. The 10-year treasury yield this week made what could turn out to be an important breakout. Or could it? Last October, … Continued

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

Following futures positions of non-commercials are as of September 12, 2023. 10-year note: Currently net short 744.3k, down 47.2k. The FOMC meets next week. This is the sixth scheduled meeting this year, and two more remain – one each in … Continued

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

Following futures positions of non-commercials are as of September 5, 2023. 10-year note: Currently net short 791.5k, down 14k. Non-commercials reduced their massive holdings of net shorts in 10-year note futures, but nothing major. At 791,535 contracts, positions remain within … Continued

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

Following futures positions of non-commercials are as of August 29, 2023. 10-year note: Currently net short 805.6k, up 110.7k. Non-commercials aggressively added to net shorts in 10-year note futures. This week’s count of 805,553 contracts is merely 5.6 percent from … Continued

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

Following futures positions of non-commercials are as of August 22, 2023. 10-year note: Currently net short 694.9k, down 52k. It was a yawner to say the least – Federal Reserve Chair Jerome Powell’s Friday speech at the annual Jackson Hole … Continued

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

Following futures positions of non-commercials are as of August 15, 2023. 10-year note: Currently net short 746.9k, up 55.2k. The Jackson Hole Symposium takes place next week. Several times in the past, the annual gathering has been used as a … Continued

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

Following futures positions of non-commercials are as of Aug 8, 2023. 10-year note: Currently net short 691.7k, up 46.5k. Minutes for the July 25-26 meeting are due out Wednesday. The fed funds rate was raised by 25 basis points in … Continued

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

Following futures positions of non-commercials are as of Aug 1, 2023. 10-year note: Currently net short 645.2k, up 21.4k. No sooner did the 10-year treasury yield break out of 4.09 percent, which resisted rally attempts in February and early July, … Continued

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

Following futures positions of non-commercials are as of July 25, 2023. 10-year note: Currently net short 623.8k, down 5.8k. This week, the Federal Reserve raised the fed funds rate by 25 basis points, to a range of 525 basis points … Continued

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

Following futures positions of non-commercials are as of July 18, 2023. 10-year note: Currently net short 629.6k, down 5.6k. The FOMC meets next week. Ahead of this, the fed funds rate was left unchanged in the June meeting, pausing for … Continued