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US TSY FUTURES: Mix Of Modest Short Setting & Long Cover Seen Friday

US TSY FUTURES

OI data suggests that net short setting in TY futures provided the most notable DV01 equivalent swing during Friday’s sell off, although all of the DV01 equivalent moves were fairly modest.

  • A mix of net short setting and long cover was seen across the curve.

 

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OI data suggests that net short setting in TY futures provided the most notable DV01 equivalent swing during Friday’s sell off, although all of the DV01 equivalent moves were fairly modest.

  • A mix of net short setting and long cover was seen across the curve.

 

Keep reading...Show less