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Macro Hive Pro – CoT Positioning Report
- Commercials: Minor tweaks out the curve versus front-end position balancing versus specs.
- Non-commercials (specs): Ahead of the Fed meeting specs closed down shorts in TU and FVs.
US IR Futures – CoT Positioning Metrics
US IR Futures – COT Positioning Charts
Macro Hive Pro – TFF Positioning Report
- Dealers: After building up shorts in prior week, latest data shows a closing down of half of the short.
- Asset Managers: TY sector longs came down a meaningful amount, pushing up z-scores this week.
- Leverage Funds: The other side to the dealer ED position swings looks like it was versus the LF world.
- Other Reportables: The limited action in this account suggests no real market direction views here.
US IR Futures – TFF Positioning Metrics
US IR Futures – TFF Positioning Charts
Data as of 12/15/2020