Cross-Asset COT · positioning to Tue 09 Jun 2026 · price to 17 Jun 2026 (post-FOMC)

Positioned for risk-off —
squeezed the other way.

Verdict

The crowd went into the FOMC long bonds, short stocks, long dollar — and got squeezed. The pain trade was up: equities and bonds rallied, the VIX collapsed, and the coiled cocoa short detonated +6.5%. The dollar long is fading. Now: ride the squeeze winners, sell only the glut-backed shorts on rallies.

COT weekTue 09 Jun 2026
Price as of17 Jun 2026 (post-FOMC)
Positioning at closeRisk-off · 72/100
Outcome sinceRisk-on relief rally
00

Positioning at the close — the board

Every market as a share of its own 1-year positioning extreme, as of the Tue 9-Jun COT close. Green = the crowd was long; red = short. It read green at the top (record-long duration) and red at the bottom-right (short equities, long dollar) — and the next four days squeezed exactly the red side. Hover any tile for the current call.

Risk compass · at the close
72 / 100
Risk-off — and offside
Rates
+84
Energy
+30
Metals
+29
Grains
+13
Livestock
+2
Softs
−20
Volatility
−33
FX · USD long
−37
Equities
−45

Signed mean rel-to-max by class. The whole book leaned one way into the FOMC — long duration, short equities, long dollar — so the relief rally squeezed it. The pain trade was up.

Cross-asset positioning heatmap
Rates
UST 10Y+98
Ultra Bond+95
UST Bond+81
Ultra 10Y+80
UST 5Y+76
UST 2Y+72
Energy
WTI+69
RBOB+64
Brent+49
Gas Oil+45
Heat Oil+23
NatGas−70
Metals
Copper+92
Gold+61
Platinum+41
Silver+20
Palladium−68
Grains
Soy Oil+78
Soybeans+40
Soy Meal+39
Wheat KC−7
Corn−3
Wheat CB−71
Livestock
Live Cattle+77
Feeder+29
Lean Hogs−100
Softs
Cotton+68
Coffee+6
Sugar−52
Cocoa−100
Vol
VIX−33
FX · USD
MXN+58
AUD+21
EUR+8
NZD−56
GBP−69
CAD−75
CHF−83
JPY−100
Equities
MSCI EM+39
Dow−34
Russell−64
Nasdaq−76
S&P 500−91
SHORT −100+100 LONG· hover for the call
01

Two windows — what the positioning saw, and what happened next

The COT positioning covers through Tue 9-Jun (released Friday). Price action since — pulled live from TradingView, through the 16–17 Jun FOMC — went the other way: a broad risk-on relief rally squeezed the crowd. That changes several calls.

Window A · into the close (→ Tue 9-Jun): the risk-off flush that built the positioning

A hawkish-Fed, strong-dollar margin-call drove the crowd long bonds, short stocks, long dollar — silver −13.7%, S&P −4%, yields up, VIX to 22, the dollar +$11.3bn. That is the snapshot the heatmap shows.

Window B · since the close (→ 17 Jun 2026 (post-FOMC)): the relief rally that squeezed it
AssetNowTrendRSI(14)Vol ATR%TV ratingSince the COT close
S&P 5007,511▲ up571.3%BuyRecovered into an UPTREND (above the 200-day 6,892) — record shorts squeezed up. Rated Buy; don’t short it.
Nasdaq-10029,968▲ up562.1%BuyBack above its averages; Buy-rated.
Russell 20002,939▲ up581.9%BuySmall caps joined — Buy; broad risk-on.
VIX16.4▼ down4512%SellCollapsed from the ~22 CPI peak; rated Sell (vol falling) = calm. Green.
US 10Y yield4.44%▼ downFELL from ~4.53% — Asset-Mgr duration longs vindicated; no hawkish shock.
US 30Y yield4.93%▼ downBack below 5.0% — the “30Y > 5%” systemic trigger did NOT fire.
DXY (dollar)99.5▬ flat530.4%BuyEased but still above the 200-day (98.7) & Buy-rated — the long is STALLING, not reversing. Watch 98.7.
USD/CAD1.3997▲ up770.4%BuySTRONG uptrend (ADX 39, Buy) but RSI 77 overbought — don’t chase; add on dips to ~1.392.
NZD/USD0.5830▬ flat460.9%SellAt its 200-day, rated Sell — the ▸short is armed; trigger = a break below ~0.578.
USD/JPY160.4▬ flat610.4%BuyPinned (ADX 12, ranging), Buy-rated — don’t pre-position the short into ~160.
Cocoa$4,232▲ up605.4%BuySqueeze FIRED +6.5% — above the 20/50-day but BELOW the 200-day (4,889), ADX 13.6 weak = a tactical bounce, not a new bull.
WTI crude$75.9▼ down296.9%SellCollapsed on the Hormuz peace; oversold, Sell-rated. Very volatile (ATR 6.9%).
Corn$4.14▼ down292.3%SellSTRONG downtrend (ADX 39, Sell) — high-conviction short, but oversold; sell the bounce to ~$4.37.
Coffee273.6c▲ up583.1%BuyBounced +5.5% to Buy-rated — the fresh short is offside; wait for it to fail.
NatGas$3.26▲ up604.1%BuyFirm above its averages, Buy-rated — no short trigger.
Gold$4,352▼ down442.6%SellRecovered but still below its averages & Sell-rated — the ▸long is genuinely conditional on a reclaim.
Copper$6.49▲ up562.5%BuyAbove all its averages, Buy-rated — the scarcity long held; veto validated.
Live Cattle249.2▲ up601.8%Strong BuyAbove all averages, STRONG BUY — the scarcity hold paid.
Lean Hogs94.8▼ down362.3%Strong SellStill falling, STRONG SELL — the ▸long correctly waits for a cover-print.
Why these indicators (and is RSI the best?). The COT positioning is the edge; the technicals only do three jobs — and each gets the right tool. Trend = price vs the 20/50/200-day moving averages + ADX (trend strength): does the chart confirm the COT direction. RSI(14) = momentum / “am I chasing an extended move” — kept because it’s a clean, fast read, but it is not used alone: in a strong trend it pins “overbought/oversold” and lies (USD/CAD RSI 77 with ADX 39 is a strong trend, not a sell). Vol (ATR%) = daily range as a % of price — sets stop width and position size (WTI’s 6.9% needs a far wider stop than the FX majors’ ~0.4%). TV rating = TradingView’s consensus of ~26 indicators (oscillators + MAs) — a one-glance sanity check, not the driver. Together they answer direction, timing and risk; RSI on its own answers only one of the three.
What changed — act on this
CocoaLONG
TAKE IT (tactical)
The ▸LONG fired (+6.5%). Trade the squeeze, take profit into spikes — it’s below the 200-day.
EquitiesNO TRADE
STAND DOWN
The short-fade is dead — the squeeze recovered into a Buy-rated uptrend. No new short.
CoffeeNO TRADE
STAND DOWN
Bounced +5.5% to Buy-rated — wait for the bounce to fail before shorting.
WTI / BrentNO TRADE
STAND DOWN
Collapsed to oversold on the peace deal — no fresh short here.
USD/CADLONG
DON’T CHASE
Strong trend but RSI 77 overbought — add on dips to ~1.392, not up here.
02

What To Do

Split into LONG and SHORT, each sorted by conviction, updated for the post-FOMC tape. FX is the tradeable pair (e.g. LONG USD/CAD). Levels are TradingView 20/50/200-day SMAs + RSI/ATR as of 17 Jun 2026 (post-FOMC).

LONGAct now — put it on at the entry shown.
▸ SHORTArmed — wait for the named trigger; no position yet.
HOLDAlready in it — trail / manage, don’t add.
CLOSEExit an existing position.
NO TRADENothing here this week.
▲ LONG — by conviction
TradeConv.Thesis (with the post-print + technical read)Trigger / entry — incl. levelTimeframe / exit
LONG Cocoa★★★ 6.5The coiled max-short squeeze FIRED — +6.5% to $4,232 (~+14% off the lows), above the 20/50-day, RSI 60. But it’s a TACTICAL bounce: still below the 200-day ($4,889), ADX 13.6 (weak trend), glut caps it.Hold longs; add on dips that hold above the breakout (~$3,950). Don’t marry it.Squeeze, not a bull market. Take profit into vertical spikes; trail under the breakout.
LONG USD/CAD★★½ 4.5STRONG uptrend — ADX 39, Buy-rated, above all its averages. RSI 77 is “overbought”, but in an ADX-39 trend that’s normal, not a sell.Don’t chase the spike. LONG on a pullback that holds ~1.392 (the SMA20 zone).Rides the dollar trend. Stop below 1.392; the risk is a DXY break below its 200-day (98.7).
HOLD LONG Copper★★ 3.9Scarcity long VALIDATED — recovered to $6.49, above all its averages (incl. the 200-day $5.60), Buy-rated. The flush shook weak hands.Hold longs; no fresh entry (extended). Short still banned.Structural; trail. The 30-Jun US tariff decision is the next catalyst.
HOLD LONG Live Cattle★★ 3.8Scarcity long VALIDATED — 249.2, above all averages, STRONG BUY, near highs. Held flat through the flush, then rose.Hold longs; short banned (75-yr-low herd).Structural; trail.
▸ LONG Gold★½ 3.5A yields/USD trade. Yields FELL post-FOMC → gold recovered to $4,352, but still below the 20/50-day & rated Sell — technically not confirmed yet.▸ LONG on a reclaim of the SMA20 ~$4,420 (confirms the dovish-yields / soft-dollar tailwind). PBoC keeps buying.Conditional on yields/USD staying soft.
HOLD LONG Soybean Oil★ 3.0The biofuel-mandate long broke below the 20/50-day ($72.9, RSI 42) — but the bigger uptrend holds (well above the 200-day $59).Hold ONLY above the 200-day; no adds. CLOSE below ~$72 / the SMA50.Tight — short-term trend broke, long-term intact.
▸ LONG Lean Hogs★ 2.5Max short but price STILL FALLING (94.8, below the 20/50-day, RSI 36, STRONG SELL) — the shorts are still right (glut).▸ LONG only on a cover-print + a reclaim of the SMA20 ~99.4. Not yet.Wait; no position until the turn.
▼ SHORT — by conviction
TradeConv.Thesis (with the post-print + technical read)Trigger / entry — incl. levelTimeframe / exit
SHORT Corn★★★ 6.5Record new short crowd (+92,863), glut-backed, full runway — and a STRONG downtrend confirms it (ADX 39, Sell-rated, below all averages). But RSI 28.8, oversold at $4.14.SHORT a rally toward the SMA20 ~$4.37 — do NOT chase the low (oversold).Weeks. Stop ~1.5× ATR (≈$0.14) above entry. Kill-switch: a weather scare, or a close above ~$4.52 (SMA50).
SHORT Sugar★★★ 6.0Short crowd building (+15,277), Brazil surplus. Below all averages, Sell-rated, RSI 39 — trend down, not yet oversold.SHORT a rally toward ~14.2 (SMA20) or a fresh lower-low.Open-ended. Stop above the recent lower-high (~1.5× ATR).
HOLD SHORT Soybeans★★ 4.5Existing short worked; fuel mostly spent. Bouncing (+2.4% to $11.47) but still below the SMA20 ($11.57) — the bounce is the risk.Already on. Trail tight under the bounce.CLOSE on a close back above the SMA20 / a soy-oil-led reclaim.
HOLD SHORT Wheat · CBOT★★ 4.0Existing short worked; world supply ample. Bouncing ($6.04) but below the SMA20 ($6.10), RSI 48.Already on. Trail.CLOSE above the pivot. Deep crowd (71%) = squeeze-tail risk.
▸ SHORT NZD/USD★½ 3.5Resuming short with the dollar; Sell-rated, sitting on its 200-day. But UNCONFIRMED: 0.5830, flat, RSI 46, no break.▸ SHORT on a break below ~0.578 (the weekly low / under the 200-day).With the dollar; CLOSE if DXY breaks its 200-day (98.7).
▸ SHORT USD/JPY★½ 3.0Record-short JPY = the biggest coiled spring (the trade is SHORT USD/JPY = long yen). But pinned 160.4, ADX 12 (ranging), Buy-rated — no trigger.▸ SHORT USD/JPY only on a risk-off shock or a BoJ/MoF move. Do NOT pre-position into ~160 intervention risk.Event-driven; violent when it goes.
▸ SHORT NatGas★½ 2.9Squeeze dead, glut, storage +6% — BUT price is firm ($3.26, above the 20/50-day, RSI 60, Buy-rated). No break.▸ SHORT only on a break below the base ~$3.05–3.10. No position while it’s above the averages.Open-ended once it breaks.
▸ SHORT GBP/USD★ 2.5Shorts re-loaded, trend down — but stuck at ~1.342 resistance (1.3426, RSI 50, ADX 15 = choppy, Neutral).▸ SHORT on a break below ~1.332 (the weekly low).Pending the break.

Honesty box. The defensive read paid where it counted — the scarcity longs (Copper, Cattle) recovered to Buy/Strong-Buy, Cocoa’s squeeze fired (+6.5%), and standing aside on oil avoided a long into an −11% collapse. The misses: the equity “fade into FOMC” lean was wrong (the squeeze ran), and the Coffee short is offside after a +5.5% bounce. Sell only glut-backed names on rallies; never chase an oversold low (Corn RSI 29).

03

The Trades

LONG Cocoa 6.5 · tactical squeeze

What happened
The coiled max-short (−100%) detonated — +6.5% to $4,232, ~+14% off the lows, above the 20/50-day, RSI 60. But it’s below the 200-day ($4,889) with ADX 13.6 (weak) — a tactical bounce, not a new bull market.
Entry
Hold longs; add on dips that hold above the breakout (~$3,950). Glut caps it.
Exit
Take profit into vertical spikes (short fuel burns fast); trail under the breakout. Don’t marry it.

SHORT Corn 6.5 · sell rallies

Thesis
A record new short crowd (+92,863), glut-backed — and a strong downtrend confirms it (ADX 39, Sell-rated, below all averages). But RSI 28.8, oversold at $4.14.
Entry — technical
SHORT a rally toward the SMA20 ~$4.37. Do NOT chase the low. Stop ~1.5× ATR (≈$0.14) above entry.
Exit
Weeks. Kill-switch: a weather scare, or a close above ~$4.52 (SMA50).

LONG USD/CAD 4.5 · buy dips

The RSI trap
RSI 77 looks “overbought = sell” — but ADX is 39 (a strong trend), the pair is above all its averages and rated Buy. In a strong trend, overbought is normal, not a reversal.
Action
Don’t chase the spike; LONG a pullback that holds ~1.392 (the SMA20 zone).
Risk
Stop below 1.392. The trade dies only on a DXY break of its 200-day (98.7) — that’s the line for the whole dollar book.
04

Financials — the calls, resolved

Rates, equities and VIX — with the FOMC now behind us. Each is Now / Waiting for / If it fires, so “no trade” is never the end of the story: it tells you the exact trigger that would create one.

Equities NO new short — but armed

Resolved up
Now
NO new short. S&P recovered into an UPTREND (7,511, above the 200-day 6,892), rated Buy, RSI 56 — the contrarian long is mature. Don’t fight the Buy tape; don’t chase it either.
Waiting for
▸ SHORT trigger: Leveraged Funds rebuild toward −90% of max AND price closes back below the recent pivot / the SMA20 (the relief stalls).
If it fires
Re-load the SHORT — the squeeze re-arms the other way. Until then it is genuinely a no-new-position, not a fresh trade.

Rates NO TRADE — flag stood down

Risk passed
Now
NO TRADE (not your market). The flag the report raised did NOT fire: yields FELL (10Y 4.44, 2Y 4.04, 30Y 4.93, back below 5.0) into a not-hawkish FOMC. The record AM duration long was vindicated.
Waiting for
▸ The flag re-arms only if 10Y turns back up through ~4.60% / 30Y > 5.0% WITH a repo/SOFR funding-stress tell (the basis-trade unwind).
If it fires
DE-RISK the whole book — a basis unwind re-traps the equity shorts and spikes the dollar. This is the one event that chains rates → equities → VIX.

VIX NO TRADE — green

Calm restored
Now
NO TRADE. The fragility gauge is green: VIX 16.4, rated Sell (vol falling), dealers long gamma. The FOMC passed without a vol event.
Waiting for
▸ Turns amber/red if Lev short-vol crowds toward −60/−70% of max, OR dealers flip from long to SHORT gamma (they’d amplify moves).
If it fires
Cut risk across the book — a short-gamma vol market cascades. Neither condition is present today.
05

Cross-Asset Signals

The relationships that mattered — updated for the relief rally. Each was adversarially stress-tested; the ones that broke are traps to avoid.

The master trade · USD
STALLING — don’t add
The whole book was one bet (long USD). It is STALLING, not reversing: DXY eased to 99.5 but is still above its 200-day (98.7) & Buy-rated. Action: hold LONG USD/CAD on dips (don’t chase RSI 77); the trade dies only on a DXY break of 98.7 — that’s the line.
Risk dial · AUD/NZD
NOT confirming
Equities ripped, but AUD/USD (0.707, Sell) and NZD/USD (0.583, Sell) are still soft below/at their averages. The high-beta FX is NOT confirming the equity rally — a yellow flag. Wait for AUD/NZD to turn up before trusting the all-clear.
Gold = a yields/USD trade
LONG on a reclaim
Yields fell → gold recovered, but it’s still below its averages & Sell-rated. ▸ LONG on a reclaim of ~$4,420, riding the dovish-yields / soft-dollar tailwind. No standalone gold trade otherwise.
Commodity short filter
Only short the glut
Still the rule: SHORT only glut names (Corn, Sugar) on rallies. The scarcity longs (Copper, Cattle) proved it — they recovered to Buy / Strong-Buy while the flush names bounced (Coffee) or kept falling (Hogs). Never short the tight names.
Traps — do NOT force these
VIX ↔ S&PThe drop was a positioning cover, not a vol-panic — and the snap-back proved it. VIX collapsed as equities recovered; don’t trade one off the other this regime.
Oil ↔ CADOil collapsed to $75.9 yet USD/CAD rose to 1.3997 — fully decoupled. CAD trades as a USD short, not an oil proxy.
Soybeans ↔ Soy OilThe crush split further: beans/meal bounced while Soy Oil broke its 20/50-day. Trade them separately.
RSI aloneUSD/CAD RSI 77 “overbought” in an ADX-39 strong trend is NOT a sell — read RSI WITH trend/ADX, or it whipsaws you out of winners.
06

Appendix — Commodities

Saxo Managed Money, positioning to Tue 09 Jun 2026. Net = fund longs − shorts. Crowd & fuel = the spec net as % of its 1-yr extreme. Price Δ · to Tue = the COT-week (Tue→Tue) price move — NOT the move since (that, e.g. Cocoa’s +6.5% squeeze, is in the Read). Signal & read are current to 17 Jun 2026 (post-FOMC).

ContractNetCrowd & fuelFlow (gross legs)Price Δ · to TueSignalRead (current)
ENERGY
WTI (CME)123,207LONG 69%L −6,433 / S −5,381−5.9%NO TRADECollapsed to $75.9 on the Hormuz peace; oversold (RSI 29). Stand aside.
Brent (ICE)208,891LONG 49%L −27,004 / S +16,605−4.7%NO TRADEOversold; war premium gone.
Gas Oil (ICE)53,804LONG 45%both reducing−3.8%NO TRADEDistillate ~6% below 5-yr avg = tight. No short.
RBOB Gasoline64,334LONG 64% ⚑L −1,980 / S +1,643−3.9%NO TRADECrowded long; no edge.
NY Harbor ULSD9,605LONG 23%L −195 / S +2,360−4.2%▸ LONG▸ LONG on a reclaim — diesel tight; long stopped on the flush.
NatGas (4c)−28,955SHORT 70%L +3,148 / S +16,211−0.9%▸ SHORT▸ SHORT on a break below ~$3.05 — firm at $3.26, Buy-rated, no trigger.
PRECIOUS METALS
Gold103,660LONG 61% ⚑L −3,462 / S +4,219−5.2%▸ LONG▸ LONG on a reclaim of ~$4,420 — recovered to $4,352, still below its averages.
Silver9,794LONG 20%both reducing−13.7%NO TRADECrowd gone; below averages.
Platinum8,377LONG 41%L −2,402 / S +1,195−11.9%NO TRADE2026 deficit caps downside.
Palladium−4,520SHORT 68%S +1,030−11.7%NO TRADERussian-duty squeeze risk. Don’t press.
HG Copper71,127LONG 92% ⚑L −4,103 / S +1,901−4.0%HOLD LONGRecovered above all averages ($6.49), Buy. Hold longs; short banned.
GRAINS & OILSEEDS
Soybeans90,756LONG 40%L −45,422 / S +19,872−3.9%HOLD SHORTBouncing to $11.47, below the SMA20. Trail, no adds.
Soybean Meal52,602LONG 39%L −37,952 / S +36,516−4.3%NO TRADESpent; below averages.
Soybean Oil131,436LONG 78% ⚑L −20,257 / S +4,740−3.7%HOLD LONGBroke the 20/50-day ($72.9) but above the 200-day — hold tight, close below ~$72.
Corn−5,325SHORT 3%L −27,544 / S +92,863−4.6%SHORTSHORT rallies to ~$4.37 — strong downtrend (ADX 39) but oversold at $4.14, don’t chase.
Wheat (CBOT)−79,407SHORT 71% ⚑L −16,852 / S +4,684−3.2%HOLD SHORTBouncing ($6.04), below the SMA20. Trail, no adds.
Wheat (KCBT)−4,543SHORT 7%L −6,053 / S +11,967−0.9%NO TRADETight HRW; crowd too small.
SOFTS
Sugar−130,333SHORT 52%L +7,448 / S +15,277−2.6%SHORTSHORT rallies to ~14.2 — below its averages, Sell-rated.
Cocoa (NYBOT)−27,286SHORT 100% ⚑L −1,527 / S +4,648−6.5%LONGLONG (tactical) — fell −6.5% into the close, then SQUEEZED +6.5% since; above 20/50-day, below the 200-day.
Coffee (Arabica)3,132LONG 6%L −3,660 / S +5,403−4.7%NO TRADEStood down — bounced +5.5% to Buy-rated. Wait for it to fail.
Cotton42,204LONG 68%L −7,669 / S +2,529≈flatNO TRADEMixed; no edge.
LIVESTOCK
Live Cattle109,002LONG 77% ⚑L −5,778 / S +1840.0%HOLD LONGAbove all averages, Strong Buy. Hold longs; short banned.
Feeder Cattle10,920LONG 29%both trimming+1.6%HOLD LONGSame scarcity. Hold longs.
Lean Hogs−13,701SHORT 100%L −2,239 / S +4,911−4.3%▸ LONG▸ LONG on a cover-print — still falling ($94.8), Strong Sell. Not yet.
07

Appendix — FX

CFTC Legacy futures-only, Non-Commercial. Positioning is per currency; the Signal is the tradeable pair — so “short the yen” (specs short JPY) becomes ▸ SHORT USD/JPY = long the yen. No ambiguity.

CcyPairNetΔ NetRelWk Px ΔSignal (the pair trade)Read (current)
EUREUR/USD13,932−34,9348%−0.7%NO TRADELong gutted; now neutral.
CHFUSD/CHF−36,665−3,756−83%−1.3%HOLD long USD/CHFCarry short on CHF = long USD/CHF; firm, Buy. No adds.
GBPGBP/USD−64,213−11,995−69%−0.5%▸ SHORT GBP/USDOn a break below ~1.332; stuck at resistance now.
JPYUSD/JPY−145,818−16,251−100%−0.3%▸ SHORT USD/JPYShort USD/JPY = LONG yen. On a risk shock / BoJ only; pinned 160.4.
CADUSD/CAD−119,999−25,888−75%−0.6%LONG USD/CADShort-CAD = long USD/CAD. Strong trend (ADX 39); add on dips, RSI 77.
AUDAUD/USD18,160−23,65221%−1.7%NO TRADELong flushed; risk dial soft, Sell-rated.
NZDNZD/USD−31,571−3,325−56%−1.6%▸ SHORT NZD/USDOn a break below ~0.578; Sell-rated, at the 200-day.
MXNUSD/MXN63,801+9,14458%−0.6%NO TRADEPeso firm (USD/MXN 17.21).
USDDXY basket+$27.9bn+$11.3bn99.5LONG USDThe master long (+$11.3bn). Stalling — above the 200-day (98.7) but fading.

USD row = implied aggregate dollar position (−Σ of the others’ $bn): specs went net long $27.9bn vs the basket (+$11.3bn on the week) — now stalling (DXY 99.5, above its 200-day 98.7 but fading).

08

Appendix — Rates · Equities · VIX

CFTC Traders-in-Financial-Futures. Rates read via Asset Managers (the Lev-Fund net is the basis trade). Equities/VIX via Leveraged Funds. “Now” = TradingView 17 Jun 2026 (post-FOMC).

Rates — Asset Managers; the long was VINDICATED (yields fell)
ContractOIAM netRelLev (basis)Yield nowSignalRead (current)
UST 2Y4.3M+1,879k72%−1,681k4.04%NO TRADEFront-end eased post-FOMC — long vindicated.
UST 5Y6.2M+2,930k76%−2,230kNO TRADEBelly rallied; largest basis short on the curve.
UST 10Y5.3M+2,413k98%−1,980k4.44%NO TRADERecord long VINDICATED — yields fell. The flag stood down.
Ultra 10Y2.4M+596k80%−260kNO TRADELong paid.
UST Bond1.9M+479k81%−282k4.93%NO TRADE30Y back below 5.0% — trigger did not fire.
Ultra Bond2.4M+1,139k95%−935kNO TRADERecord long; the long end rallied.
Equity indices — Leveraged Funds; the record short squeezed up
IndexLev netΔ LevRelNowSignalRead (current)
S&P 500−460k+44k−91%7,511NO TRADERecovered into an uptrend, Buy-rated. No new short (▸short only on a roll-over).
Nasdaq-100−57k+18k−76%29,968NO TRADERecovered above its averages, Buy.
Russell 2000−74k−1k−64%2,939NO TRADEBears squeezed too — Buy-rated.
Dow (DJIA)−9k+5k−34%52,141NO TRADENear highs.
MSCI EM+68k−15k39%NO TRADETrimmed by the strong dollar.
Volatility — VIX
ContractLev netDealer netRelNowSignalRead (current)
VIX−35k+59k−33%16.4NO TRADECollapsed from ~22, rated Sell (vol falling) — short-vol wasn’t crowded and dealers stayed long gamma, so the FOMC passed without a vol event. Green.