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

Following futures positions of non-commercials are as of March 12, 2019. 10-year note: Currently net short 176.4k, down 56.9k. Non-commercials continue to cut back net shorts, which late September last year was at a new record.  The 10-year Treasury yield … Continued

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

Following futures positions of non-commercials are as of December 18, 2018. 10-year note: Currently net short 380.8k, down 13k. With pressure growing from diverse quarters, including the White House, to stay pat in this week’s meeting, the Fed went ahead … Continued

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

Following futures positions of non-commercials are as of December 11, 2018. 10-year note: Currently net short 393.8k, up 100.6k. Next week – on 18-19 – the FOMC meets.  This is the last meeting this year.  A 25-basis-point raise is expected, … Continued

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

Following futures positions of non-commercials are as of November 27, 2018. 10-year note: Currently net short 284.2k, down 83k. Jerome Powell, Fed chair, moved markets on Wednesday.  A whole host of asset classes reacted to his Economic Club of New … Continued

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

Following futures positions of non-commercials are as of November 13, 2018. 10-year note: Currently net short 333.2k, down 206k. On October 5, the 10-year rate (3.07 percent) began retreating after touching 3.25 percent – the highest since May 2011.  Thursday … Continued

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

Following futures positions of non-commercials are as of November 6, 2018. 10-year note: Currently net short 539.2k, up 36.3k. In January, the 10-year Treasury rate broke out of 2.62 percent.  Then in September, it took out 2.95 percent, followed by … Continued

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

Following futures positions of non-commercials are as of October 23, 2018. 10-year note: Currently net short 544k, down 71.9k. The 10-year Treasury rate (3.08 percent) shed 12 basis points this week – now down 17 basis points from the intraday … Continued

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

Following futures positions of non-commercials are as of October 16, 2018. 10-year note: Currently net short 616k, down 6.5k. Three weeks ago, non-commercials were net short 756,316 contracts in 10-year Treasury note futures – a record.  They have since reduced … Continued

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

Following futures positions of non-commercials are as of October 9, 2018. 10-year note: Currently net short 622.4k, down 117.8k. Back in July 2016, the 10-year Treasury rate (3.14 percent) bottomed at 1.34 percent.  Since then, it has made higher lows.  … Continued