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

Following futures positions of non-commercials are as of March 10, 2020. 10-year note: Currently net short 214.6k, up 57.9k. Next week, the FOMC meets.  This follows a 50-basis-point emergency cut of last week, to a range of 100 to 125 … Continued

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

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Following futures positions of non-commercials are as of March 3, 2020. 10-year note: Currently net short 156.7k, down 117.3k. It seems nothing matters.  On a day the bond market found out the US economy produced much-better-than-expected 273,000 non-farm jobs in … Continued

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

Following futures positions of non-commercials are as of February 25, 2020. 10-year note: Currently net short 274k, down 32.2k. There it goes!  The 10-year Treasury yield (1.13 percent) pierced through the lows from July 2012 and July 2016 – 1.39 … Continued

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

Following futures positions of non-commercials are as of February 18, 2020. 10-year note: Currently net short 306.3k, down 92.7k. Once again, bond bears (on price) were having to defend 1.51 percent on the 10-year Treasury yield (1.47 percent).  Most recently, … Continued

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

Following futures positions of non-commercials are as of February 11, 2020. 10-year note: Currently net short 398.9k, up 40k. The Fed for all intents and purposes has been preparing the markets for more liquidity to come. Since late September last … Continued

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

Following futures positions of non-commercials are as of February 4, 2020. 10-year note: Currently net short 358.9k, up 88.5k. One more week of additional liquidity from the Fed!  In the week to Wednesday, SOMA (System Open Market Account) holdings went … Continued

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

Following futures positions of non-commercials are as of January 28, 2020. 10-year note: Currently net short 270.5k, down 32.1k. The Fed has a dual mandate of maximum employment and stable prices.  The post-Great Recession recovery/expansion has been uneven, but jobs … Continued

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

Following futures positions of non-commercials are as of January 21, 2020. 10-year note: Currently net short 302.5k, up 79k. The FOMC meets next week – on 28-29.  This is the year’s first meeting.  Markets do not expect the Fed to … Continued

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

Following futures positions of non-commercials are as of January 14, 2020. 10-year note: Currently net short 223.6k, up 44.3k. Bond bulls and bears continue to fight over control of trend-line support from early September when the 10-year Treasury yield (1.84 … Continued

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

Following futures positions of non-commercials are as of January 7, 2020. 10-year note: Currently net short 179.2k, down 55.5k. The 10-year Treasury yield (1.83 percent) was rejected at 1.95-1.97 percent in both November and December.  The drop since found support … Continued