Market Insights - GENESI - Trading Research

JPMorgan Survey Echoes Genesi Positioning Model Signals

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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 reached its highest level since mid-February. The qualitative insights from the JPMorgan survey align closely with the quantitative signals from the Genesi […]

EU Bond Futures: Positioning Ahead of The June Roll

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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 key levels and clusters where the largest outstanding positions are concentrated. Roll activity has commenced across the European bond futures complex, and positioning shows […]

Positioning in U.S. Treasury Futures Signals Growing Reversal Risk

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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 concentration of short positions sits between 112-09 and 112-13, where a break higher could trigger a broader squeeze toward upper levelsAs U.S. interest rates approach critical […]