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CoT Positioning Report
- Commercials: The start of the year sees relatively minor adjustments, but most of it was closing down shorts in the very front-end (FFs and EDs) while adding to longs in the TY contract.
- Non-commercials (specs): Outside of the front-end changes, they added to shorts in 2s and 5s.
US IR Futures – COT Positioning Metrics
US IR Futures – COT Positioning Charts
Macro Hive Pro – TFF Positioning Report
- Dealers: A major reduction (nearly half) of their ED shorts and major short covering in 5s & 10s too.
- Asset Managers: Minor tweaks to start the year with a further building up of longs in ultra-10s.
- Leverage Funds: Adding on to their short positions in a rate back up, focused on the front-end.
- Other Reportables: A decent size short was added in EDs for this investor category, minor elsewhere.
US IR Futures – TFF Positioning Metrics
US IR Futures – TFF Positioning Charts
Data as of 1/5/2021