Hedge funds cut short US Treasury futures exposure – CFTC data
Short open interest held by leveraged participants down 23% from 12-month peak
Leveraged funds edged out of short US 10-year Treasury note futures positions in the first three weeks of March, data from the Commodity Futures Trading Commission shows.
Institutions designated as “leveraged money funds” in the CFTC’s commitments of traders (CoT) reports had aggregate short futures positions with a face value of $113.9 billion as of March 17, -3% on the week prior, -9% on two
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