Rates

Commitment of Traders gives a snapshot view of how Leveraged Funds and Managed Money are positioned in US Futures and commodity markets. These are typically hedge funds, CTAs, CPOs and various types of money managers. 
CTA Trend Following model shows Cocoa futures were stopped out and JPY/USD flipping between long and neutral in different models.
CTA Trend Following model shows managers are long grains and stocks. Model now long Japanese Yen futures.
CTA Trend Following model shows managers are long grains and stocks. Stopped out of Fixed Income.
Gold market futures large speculators increased their positions to nearly 4:1 on the long side by adding 120k new long positions.
CTA Trend Followers on right side of equities indicies, metals and G10 fixed income.
There have been rumors of recent financial distress at some proprietary trading firms that trade Eurodollar Short Term Interest Rates on the CME Group exchange. The latest block trades posted today confirm that one of these firms might have capitulated or sold the position to deeper-pocket hedge funds or trading firms.
What you should be watching this week in interest rate futures. FOMC statement Wednesday and Federal Reserve bank stress tests.
Futures Magazine polled trading industry experts for insights on future FOMC interest rate cuts.