US NOV FLASH MANUF PMI 48.8 (FCST: 48.9); OCT 48.5

MNI:Largest Canada New Home Price Dip Since `09 Led By Toronto

CANADIAN OCT FLASH RETAIL SALES +0.7%, 4TH STRAIGHT INCREASE

MNI China Daily Summary: Friday, November 22

MNI: PBOC Net Drains CNY345.9 Bln via OMO Friday

MNI BRIEF: Fed Should Explore Central Clearing At SRF-Hammack

EZ/UK T-Bill Calendar: Germany, France Auction on Monday

EZ/UK Bond Supply Calendar: Gilt Syndi; IT, EU Due Monday

MNI: UNIV OF MICHIGAN CONSUMER SENTIMENT FINAL NOV INDEX 71.8

AUSTRALIA: 2025 Election Outcome Looking More Uncertain According To Newspoll

MNI EXCLUSIVE: German Turmoil Dashes EU's Joint-Funding Hopes -Officials

FED: Powell's Time Looks Up, Replacement Could Be Less Willing To Cut Rates?

© 1982-2024 MNI. All rights reserved.
Terms | Privacy
Log Out
Free Trial

US TSY FUTURES: CORRECT: OI Shows Fresh Position Setting Across Curve On Weds

US TSY FUTURES
USGlobalBulletMarketsFixed Income BulletsRegionNorth America

Correction to our earlier OI bullet covering Tsys, our spreadsheet failed to update.

  • OI data points to fresh exposure being added across the curve on Wednesday.
  • WN futures saw the biggest swing in OI DV01 equivalent terms.
  • The fact that all contracts were lower at settlement indicates that net short setting dominated, although the pre-CPI and post-auction bids could mean that waves of fresh long and short positioning were added through the day.
  • A reminder that inline to slightly firmer-than-expected U.S. CPI data, along with a recovery rally in both equities and oil, provided most of the pressure during the NY morning.

 

Keep reading...Show less
106 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.

Correction to our earlier OI bullet covering Tsys, our spreadsheet failed to update.

  • OI data points to fresh exposure being added across the curve on Wednesday.
  • WN futures saw the biggest swing in OI DV01 equivalent terms.
  • The fact that all contracts were lower at settlement indicates that net short setting dominated, although the pre-CPI and post-auction bids could mean that waves of fresh long and short positioning were added through the day.
  • A reminder that inline to slightly firmer-than-expected U.S. CPI data, along with a recovery rally in both equities and oil, provided most of the pressure during the NY morning.

 

Keep reading...Show less