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CoT Positioning Report
- Commercials: big reduction in the frontend from 2s down to FF futures otherwise minor tweaks.
- Non-commercials (specs): Nothing major other than the 10s30s curve trade maintain high z-scores.
US IR Futures – COT Positioning Metrics
US IR Futures – COT Positioning Charts
Macro Hive Pro – TFF Positioning Report
- Dealers: A large short was placed in Eurodollars bringing it closer to the 52wk max short levels.
- Asset Managers: With long duration failing to breakout, they look to be getting long TYs versus TUs.
- Leverage Funds: Basically, the other sides of the dealer and AM position movements this past week.
- Other Reportables: This category increasingly has done nothing of note for weeks on end now.
US IR Futures – TFF Positioning Metrics
US IR Futures – TFF Positioning Charts
Data as of 12/8/2020