Morgan Stanley Fixed-Global Macro Strategy Positions and Flows Report-106487219

Morgan Stanley Fixed-Global Macro Strategy Positions and Flows Report-106487219_第1页
Morgan Stanley Fixed-Global Macro Strategy Positions and Flows Report-106487219_第2页
Morgan Stanley Fixed-Global Macro Strategy Positions and Flows Report-106487219_第3页
MORGANSTANLEYRESEARCHFebruary12,202401:27PMGMTMorganStanley&Co.LLCFrancescoGrechiStrategistFrancesco.Grechi@morganstanley.com+1212761-1005NorthFebruary12,2024AmericaaInterestRateStrategyAmericaPositionsandFlowsReportNorthWeeklyMarketPositioningDataCFTCNon-CommercialFuturesPositions(P.2)TICDataForeignFlows(P.16)(UpdatedfortheweekendingJanuary09,2024,paramounts)(UpdatedforNovember,paramounts)WeeklyChange:NovembersawnetinflowsinthelongtermUSTreasuries,ledbyTotalfrontend:$10.5bnprivateinvestors.China(+$15.0bn)andNorway(+$10.1bn)weretheED:$0.1bnTU:$0.2bnFV:$6.4bntopTreasurybuyersinNovember.Canada(-$30.4bn)andFrance(-Totalbackend:$16.6bn$23.4bn)werethetopTreasurysellers.TY:$3.7bnTN:$20.4bnUS:-$2.6bnUL:-$1.2bnPFRPrimerP.18TradersinFinancialFutures(P.4)(UpdatedfortheweekendingFebruary06,2024,paramounts)ChartoftheWeek:AssetManagers:AssetManagersincresedtheirnetshorts(%ofOI)tothehighestlevelUpdate:Puton$10.5bnofasteepenerposition.IncreasedtheirinlastsixmonthsinSOFRcontracts.netshorts(%ofOI)tothehighestlevelinlastsixmonthsinSOFRcontracts.Source:MorganStanleyResearch,CFTCLeveragedFunds:Update:Puton-$13.6bnofaflattenerposition.Increasedtheirnetshorts(%ofOI)tothehighestlevelinthreemonthsinULcontracts.Dealers:Update:Puton$12.8bnofasteepenerposition.Increasedtheirnetlongs(%ofOI)forthefirsttimeinlastsixmonthsinSOFRcontracts.O...

1、当您付费下载文档后,您只拥有了使用权限,并不意味着购买了版权,文档只能用于自身使用,不得用于其他商业用途(如 [转卖]进行直接盈利或[编辑后售卖]进行间接盈利)。
2、本站所有内容均由合作方或网友上传,本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺!文档内容仅供研究参考,付费前请自行鉴别。
3、如文档内容存在违规,或者侵犯商业秘密、侵犯著作权等,请点击“违规举报”。

碎片内容

发表评论取消回复

参与评论可获取积分奖励  
悟空文库+ 关注
实名认证
内容提供者

悟空文库-海量文档资源下载,专业/极致/认真

确认删除?
回到顶部