FinzData Weekly

FinzData Weekly: Liquidity, Capital Flows & Positioning, August 29, 2026

Liquidity, capital flows and positioning for the week to August 29, 2026, built from the FinzData database. Data, not investment advice.

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This week in five lines

• Fed net liquidity stands at $5,779bn as of 2026-08-26, falling over the past four weeks (−45bn).
• The Treasury General Account is rising over four weeks (+40bn) to $951bn.
• M2 money supply is 5.4% versus a year ago at $23,268bn.
• Most crowded positioning: US 2-year Treasury (Leveraged funds, index 100) and Corn (Producers/merchants, index 0).
• Largest weekly swing in net % of open interest: British pound (Asset managers) at +8.1pp.

Liquidity

Fed net liquidity declined by 45bn over four weeks to $5,779bn as of 2026-08-26, while the Treasury General Account rose by 40bn to $951bn. M2 money supply increased 5.4% year-over-year to $23,268bn.

Capital flows (TIC)

Net foreign purchases of US long-term securities totaled $40.616bn in July 2026, down from $208.899bn in the prior month. Foreign holdings of US Treasuries decreased to $38,820.547bn from $39,195.363bn.

Positioning (CFTC Commitments of Traders)

TFF report (financial futures)

Disaggregated report (commodities)

Crowding and weekly swings

Most crowded (by |COT index − 50|)

• US 2-year Treasury (Leveraged funds): COT index 100, flag: Crowded long.
• Corn (Producers/merchants): COT index 0, flag: Crowded short.
• US 10-year Treasury (Asset managers): COT index 99, flag: Crowded long.
• Copper (Managed money): COT index 98, flag: Crowded long.
• Bitcoin (CME) (Asset managers): COT index 5, flag: Crowded short.

Largest weekly swings (by |w/w pp|)

• British pound (Asset managers): +8.1pp to -32.8% of open interest.
• Corn (Producers/merchants): −8.1pp to -42.2% of open interest.
• Corn (Managed money): +8.1pp to 18.6% of open interest.
• Nasdaq-100 (Leveraged funds): +7.5pp to -13.8% of open interest.
• US Treasury bond (Asset managers): −6.6pp to 24.9% of open interest.

Leveraged funds hold a crowded long position in US 2-year Treasuries with a COT index of 100, while Producers/merchants hold a crowded short position in Corn with a COT index of 0. Asset managers increased their net % of open interest in British pound by 8.1pp, the largest weekly swing.

Method and sources

All figures are point-in-time for the issue date. COT positioning uses rows dated on or before issue date minus four days (Tuesday positions published the following Friday). Liquidity and TIC series use rows dated on or before issue date minus two days. This lets us rebuild past issues exactly as they would have appeared at the time.

• Liquidity and flows: latest observation, plus the change versus the last observation on or before 7, 28, 91 and 365 calendar days earlier. Monthly TIC flows also show the prior month and a trailing-12-month sum; foreign holdings show the level and the 12-month change.
• Positioning: net = long − short contracts per trader group; net % of open interest = 100 × net ÷ total open interest; w/w change in net contracts and in net % of open interest (percentage points); COT index = 100 × (net − min) ÷ (max − min) over the last 156 weekly rows (50 when max equals min); percentile of net % of open interest versus all history since 2010. "Crowded long" when the COT index is 90 or above, "Crowded short" when 10 or below.
• Sources: Federal Reserve H.4.1, US Treasury, FRED, CFTC Commitments of Traders, and the US Treasury TIC survey, all stored in the FinzData database.

Explore the underlying series: COT positioning, datasets, explore, and the RSS feed.

Pull the same data

import finzdata as yf

c = yf.Client()

# Net liquidity: Fed assets minus TGA minus reverse repo
liq = c.liquidity("FED_NET_LIQUIDITY")

# COT positioning: S&P 500 futures, TFF report
cot = c.cot(report="tff_fo", market="13874+")

# Treasury International Capital flows
tic = c.tic()

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