Category Fixed Income

Longs Increase Ahead of Fed Longs added positions across the curve, led by the 10Y T-Note, which saw the largest increase (+2.17%), followed by the Ultra T-Bond (+0.80%) and US 30Y T-Bond (+0.75%).This move lifted the Positioning Momentum Score above 1 for both the 10Y T-Note and…

Long Liquidation Drives Sell-Off Longs are unwinding across all U.S. Treasury futures tenors, with the most pronounced liquidations occurring in the 30-Year T-Bond and 10-Year T-Note, down -0.91% and -0.62%, respectively. Meanwhile, short positions have increased in the Ultra sectors,…

Positioning Reversal at the Long End 8 Jul 2025 Accumulation Score peaked last week with maxed-out long signals in 10Y and 30Y — now sharply fading. Long liquidation met by fresh shorts: 10Y positions trimmed, while 30Y and Ultra T-Bond…

JPMorgan Survey Echoes Genesi Positioning Model Signals JPMorgan survey provides external validation of what the Genesi Positions Model has been signalling. The survey’s all-client category for outright short positions — including central banks, real money, and speculative traders — has…

EU Bond Futures: Positioning Ahead of The June Roll Roll flows have kicked off in most European bond futures. The BUXL and BUND enters the roll phase with a short bias, more pronounced at the longer end. We identify the…

Positioning in U.S. Treasury Futures Signals Growing Reversal Risk Net short positions in 10Y Ultra Futures have increased 13% since the beginning of the month. The Position Accumulation Score has hit a -10 Short, signaling elevated crowding risk. A key…