Hedge funds cut short US Treasury futures exposure – CFTC data

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 weeks ago and a whopping -23% from a 12-month peak of $148.3 billion on July 30, 2019.

Aggregate long

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