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US TSY FUTURES: OI Points To Long Cover Further Out The Curve On Monday

US TSY FUTURES

OI points to a mix of net short setting (TU & FV) and long cover (TY, UXY, US & WN) during Monday’s weakness.

  • The long cover seen further out the curve provided the most notable positioning move (in DV01 equivalent terms) on the day, coming after long setting was seen across the curve on Friday.
  • Note that DV01 equivalent positioning swings in individual contracts were relatively modest.

 

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OI points to a mix of net short setting (TU & FV) and long cover (TY, UXY, US & WN) during Monday’s weakness.

  • The long cover seen further out the curve provided the most notable positioning move (in DV01 equivalent terms) on the day, coming after long setting was seen across the curve on Friday.
  • Note that DV01 equivalent positioning swings in individual contracts were relatively modest.

 

Keep reading...Show less