Treasury 5Y positioning divergence
Written by Agorean from what the endpoint says about itself
Tells you whether big investors and leveraged funds agree on 5-year Treasury bets.
Compares CFTC-reported net positioning in 5-year U.S. Treasury futures between asset managers and leveraged funds, on the same weekly report and open-interest basis. It shows whether the two groups are aligned or materially diverging, keeping each classification separate. It targets a freshness window of one week, and reports explicitly when evidence is missing instead of inventing it.
WHEN TO USE THIS
When: I need to know if asset managers and leveraged funds agree on Treasury positioning
For example: Call it to see whether the two groups' 5-year Treasury positioning is aligned or diverging.
When: I need asset-manager and leveraged-fund positioning kept separate
For example: Read each classification's net position individually instead of a blended number.
When: I need to know how fresh the positioning data is
For example: Check the freshness window before using it for a trade decision.
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Buy link
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