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US TSY FUTURES: Short Setting Most Prominent On Monday

US TSY FUTURES

OI data points to a mix of net long setting (TU), short setting (TY, UXY & WN) & long cover (FV & US) during yesterday’s twist steepening of the futures curve.

  • Net exposure was added in curve-wide DV01 equivalent terms, with the biggest net DV01 equivalent positioning swing coming via net short setting in UXY futures.

 

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OI data points to a mix of net long setting (TU), short setting (TY, UXY & WN) & long cover (FV & US) during yesterday’s twist steepening of the futures curve.

  • Net exposure was added in curve-wide DV01 equivalent terms, with the biggest net DV01 equivalent positioning swing coming via net short setting in UXY futures.

 

Keep reading...Show less