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US TSY FUTURES: Positioning Swings In The Wings Most Notable On Thursday

US TSY FUTURES

OI points to a mixture of long cover (TU) and short setting (US & WN) in the wings during Thursday’s sell off, while positioning adjustments in the belly/intermediates were more modest (in DV01 equivalent terms).

 

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OI points to a mixture of long cover (TU) and short setting (US & WN) in the wings during Thursday’s sell off, while positioning adjustments in the belly/intermediates were more modest (in DV01 equivalent terms).

 

Keep reading...Show less