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CoT Positioning Report
- Commercials: More shorts in ED land while seeing a big add in 2yr space and 5yr longs doubled too.
- Non-commercials (specs): There is a perfect mirror move with 2s here, but again getting more short. There has been a big swing in 2s to 52week max levels short as well signaling concerns over the Fed.
US IR Futures – COT Positioning Metrics
US IR Futures – COT Positioning Charts
TFF Positioning Report
- Dealers: From EDs to 5s this past week saw outsized moves as dealers absorbed other activity.
- Asset Managers: This category has been some of the quietest in a while with only minor tweaks.
- Leverage Funds: This category has been driving the position swings among the other groups.
- Other Reportables: Further unwinding of 5yr long and nearly neutral now on TY risk as well.
US IR Futures – TFF Positioning Metrics
US IR Futures – TFF Positioning Charts
Data as of 3/9/2021