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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: