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EUROPE SUMMARY: More Sterling Steepeners

EQUITIES

Stocks Solid as S&P 500 Hits New Intraday High

US TSYS/SUPPLY

Preview $62B 7Y Note Auction

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Larger FX Option Pipeline

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Midday Trade

FI Pi

MNI's futures positioning indicator - Pi is designed to give a read on fast money positioning in the futures market. The model looks at the general market direction of the bond market; correlations between daily changes in open interest and market direction over a 6-week period. MNI uses aggregate open interest, rather than front month only and excludes contract rolling, therefore producing less distortions.
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