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- Commercials: The largest overall positioning remains in EDs thus when their weekly positions change by over 100k contract it barely. registers. Most the larger relative adjustments was in notes futures.
- Non-commercials (specs): A larger than a short-covering/turned long position occurred in the FVs.
US IR Futures – COT Positioning Metrics
US IR Futures – COT Positioning Charts
Macro Hive Pro – TFF Positioning Report
- Dealers: This week the ED reduction continued flipping this category in the short side for EDs.
- Asset Managers: Over half the short in TY-10s contract closed by this investor category as well.
- Leverage Funds: They keep building up their short-base in the 2yr contact, halfway from peak short.
- Other Reportables: Closing about half longs in the TY-10s contact while adding to ultra-10s shorts.
US IR Futures – TFF Positioning Metrics
US IR Futures – TFF Positioning Charts
Data as of 3/23/2021