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Callum Thomas

Extremes in Bond Market Sentiment

3 Quickfire charts on US bond market sentiment... some of these sentiment charts are clearly at an extreme - and that's usually when you go looking for contrarian signals. But then I look at a lot of charts on the bond market and it's quite easy to make a case for a major trend change.

1. Speculative futures positioning: The standout here is speculative futures positioning in the 30 year... gone from around neutral to extreme short. Total capitulation.

US treasuries - speculative futures positioning

2. Stocks vs Bonds futures positioning: This one shows were equity vs bond market futures positioning lies right now - notice how the gap is at a record high. Traders are doubling down on growth/inflation here.

stocks vs bonds positioning

3. Bond mutual fund flows: Last one shows a massive lurch in bond fund flows, with net-outflows the most extreme since the taper tantrum.

mutual fund flows - bonds

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