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September 01, 2020 10:27am
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COT Bonds Speculators Raise 3-Month SOFR Bets As Eurodollars Are Phased Out

The COT bond market speculator bets were lower this week, as four out of the nine bond markets we cover had higher positioning while the other five markets had lower speculator contracts. Leading the gains was the SOFR 3-month bond.
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