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July 6, 2026

Futures Global Bonds CTA Market Update

Market ReportRates Govt BondsOther

This report outlines current CTA and trend-following positioning across global government bond markets as of July 6, 2026. It provides historical projection analysis and realized flow data for US, German, UK, and Japanese bonds.

Key Takeaways

  • 1.CTA and Trend followers show consistent net long flow accumulation across major global bond markets over the past month.

Table of Contents

  • Global - 1-Week Baseline Historical Projections
  • Estimated Bond CTA/Trend Positioning 1-Year
  • Figure 5: Realized Flows by Market
  • Figure 7: Momentum Thresholds by Market
  • Figure 8: Conditional Forecasts by Market - 1-Month

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Authors

Marc PapandreadisRedolphe DoyonPaul Leyzerovich

Securities

US 2Y TreasuryGerman 10Y Bund

Themes

CTA/Trend Following

Regions

GlobalUnited StatesGermanyUK