Yesterday we warned that a combination of extreme short positioning in bonds and Treasury yields sitting at a crucial support level meant trouble was looming. Today that 'support' level of 1.70% for 10Y yields has been well andtruly broken as 10Y trades to 1.66% – its lowest in 4 months…

Across the entire Treasury futures complex – from 2Y to Ultras – net aggregate speculative positioning is about as short (in 10Y equivalents) as it has been since 2010…

 

And 10Y yields have definitively broken support…

 

The last time we broke this key level with such a heavy speculative short (thanks to The Fed telling everyone to be short bonds), we saw the Fed flash-crash in yields.

Finally, when do stocks "get it"?

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