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US TSY FUTURES: Cover In The Wings Seen On Thursday

US TSY FUTURES

OI data points to a mix of net long cover (TU), long setting (FV, TY & UXY) and short cover (US & WN) during Thursday’s twist flattening of the curve, with the cover in the wings providing the biggest impulse to curve-wide positioning in DV01 equivalent terms.

 

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OI data points to a mix of net long cover (TU), long setting (FV, TY & UXY) and short cover (US & WN) during Thursday’s twist flattening of the curve, with the cover in the wings providing the biggest impulse to curve-wide positioning in DV01 equivalent terms.

 

Keep reading...Show less