Express News | Blackrock: U.S. selling of euros to intervene in the yen has heightened long-term bond risks.
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July 31st (Eastern Time) - $Vanguard Long-Term Treasury ETF(VGLT.US)$ is trading ex-dividend on August 3rd, 2026.Shareholders of record on August 3rd, 2026 will receive 0.2145 USD dividend per share
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Express News | CFTC: Asset managers increased net long positions in U.S. Treasury futures, while hedge funds increased net short positions.
Vanguard Long-Term Treasury ETF To Go Ex-Dividend On June 1st, 2026 With 0.2141 USD Dividend Per Share
May 29th (Eastern Time) - $Vanguard Long-Term Treasury ETF(VGLT.US)$ is trading ex-dividend on June 1st, 2026.Shareholders of record on June 1st, 2026 will receive 0.2141 USD dividend per share on
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Copper sees counter-trend accumulation while gold positions are reduced—what overlooked logical chain lies behind the divergence within precious metals?
On Saturday (May 23), for the week ending May 19, speculative positions showed marked divergence. In the energy sector, speculators significantly increased their net long positions in crude oil. In precious metals, net long positions in both gold and silver were simultaneously reduced, while copper saw a modest increase in net long holdings. In foreign exchange, the euro remained net long, while the Japanese yen, British pound, and Swiss franc continued to be net short. U.S. Treasury holdings exhibited maturity-based divergence: net short positions in short-term Treasuries declined, while those in medium- and long-term Treasuries increased. Across agricultural commodities, speculators generally reduced long exposure or scaled back short positions, reflecting an overall stance of cautious rebalancing. The data indicate that market participants are actively reallocating positions across asset classes, signaling
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Gold and silver see synchronized bullish surges, while US Treasury short positions collapse collectively. What is the main force hedging against?
On Saturday (May 16), the latest CFTC positioning data showed that speculators continued to increase their long positions in the precious metals sector, reduced their long positions in crude oil and deepened their short positions in natural gas within the energy sector, maintained long positions in the euro while keeping short positions in major currencies in the foreign exchange sector, cut net short positions across the U.S. Treasury curve, and significantly reduced long positions in corn and soybeans while increasing net short positions in wheat in the agricultural products sector. The data indicated that fund managers simultaneously raised their net long positions in the S&P 500. Overall position adjustments reflected the market's risk rebalancing across different assets. Speculative net long positions in COMEX gold increased by 4,963 contracts to 100,627 contracts.
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All the logic seems to be reversing: crude oil positions are being reduced, while copper and silver positions are increasing. What is the main force hiding?
On Saturday (May 2nd), the latest disclosed position data showed a significant divergence within commodities and financial assets. Speculators exhibited caution in the crude oil, gold, and soybean markets by reducing long positions, while the corn, silver, and copper markets attracted increased capital inflows. In the U.S. Treasury market, fund reallocations between different maturity tenors showed divergent trends, with continued pressure on long-term bonds, whereas short-term short positions saw some unwinding. The foreign exchange market maintained a tug-of-war between euro long positions and substantial yen short positions, reflecting sharp hedging of market expectations regarding policies across different economies. Data on precious metals position changes indicated that COMEX gold speculative