Treasury Futures Positions Hit New Extremes

The video discusses extreme positioning in Treasury futures linked to longer-dated Treasurys before the election. Asset managers hold record long positions, while speculative funds have record short positions. The outcome of the election, particularly a blue sweep, could impact yields and benefit speculative funds. The Federal Reserve's potential intervention in response to rising yields is also considered.

What extreme levels have been reached in Treasury positioning before the election?

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What does the CFTC data indicate about asset managers' positions in treasury futures?

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How do speculative leveraged funds' positions compare to those of asset managers?

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What potential impact could a blue sweep have on treasury yields?

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What are the prospects for the Fed's involvement in the treasury market?

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