Position Updates

Mostly Futures

Good Morning!

Pretty good morning for the long/short macro book.

We still are trading around the STAFLATION play book and them.

With the CPI print this morning we got to book gains in 2yr notes that we like being long since October.

We also got very bullish on the Steepner last year on the Yield Curve (US 2s-10s specifically). The curve is VERY VERY cycli…