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US TSY FUTURES: Short Setting Dominated On Friday

US TSY FUTURES

OI data points to net short setting across the curve on Friday, as data flow and setup for a heavy week of $IG & Tsy supply weighed on markets.

  • The largest net DV01 equivalent positioning swings came in the 7- to 10-Year zone of the futures curve (TY & UXY).

 

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OI data points to net short setting across the curve on Friday, as data flow and setup for a heavy week of $IG & Tsy supply weighed on markets.

  • The largest net DV01 equivalent positioning swings came in the 7- to 10-Year zone of the futures curve (TY & UXY).

 

Keep reading...Show less