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US TSY FUTURES: Short Setting In The Long End Dominated On Wednesday

US TSY FUTURES

OI data suggests that short setting in the long end dominated on Wednesday, with TY through WN subjected to net short setting.

  • Further forward, TU futures saw fresh net longs set and FV saw modest net short cover, but DV01 equivalent swings were much smaller than what was seen further out the curve (in cumulative terms).

 

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OI data suggests that short setting in the long end dominated on Wednesday, with TY through WN subjected to net short setting.

  • Further forward, TU futures saw fresh net longs set and FV saw modest net short cover, but DV01 equivalent swings were much smaller than what was seen further out the curve (in cumulative terms).

 

Keep reading...Show less