Positioning Likely to Dominate H7/M7 UST Futures Roll: Nomura
Source: BFW (Bloomberg First Word)
People
Penglu Zhao (Nomura Holdings Inc)
Stanley Sun (Nomura Holdings Inc)
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UUID: 7947283
(Bloomberg) -- Nomura strategists Penglu Zhao and Stanley Sun issue views on Treasury futures calendar roll.
Alert: HALISTER1- Bullish TUH7/TUM7; shorts should roll early
- Other reportable investors still the “dominant players”
- This group’s position tends to have a stronger impact on the roll
- Bearish FVH7/FVM7; longs should roll early
- Asset manager positioning has been driver in recent FV roll cycles, so similar tightening pressure is expected
- FVH7 has “meaningful size” of negative basis, which may also be bearish for the roll
- “Mildly” bullish TYH7/TYM7; shorts should roll early
- Non-reportable investor positioning may be “dominant driver”
- Rise in net short positions has been “well correlated” with high open interest and lower prices since mid-2016; spread may be subject to “some widening pressure”
- “Mildly” bullish UXYH7/UXYM7; shorts should roll early
- Leveraged funds have largest net positions, which may make them a “larger driver of this calendar spread”
- Rolling activities may put cheapening pressure on the roll
- Bullish USH7/USM7; shorts should roll early
- Net sellers may have been “more dominant drivers” of the market, may be more active in the rolling cycle and put richening pressure on the roll
- Neutral WNH7/WNM7
- Asset managers’ net longs highest since WN inception, now holding more than 50% of the market; should put downward pressure on the roll
- WNH7, WNM7 CTDs have “very close maturities,” which may expose roll to “limited curve risk”
Source: BFW (Bloomberg First Word)
People
Penglu Zhao (Nomura Holdings Inc)
Stanley Sun (Nomura Holdings Inc)
To de-activate this alert, click here
UUID: 7947283