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US TSY FUTURES: Long Setting In WN Futures Dominated On Monday

US TSY FUTURES

OI data points to net long setting across most contracts during yesterday’s rally, with modest net short cover in UXY futures providing the only exception to the broader trend.

  • The only meaningful net DV01 equivalent adjustment came in WN futures, as the final rounds of pre-election positioning took hold.

 

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OI data points to net long setting across most contracts during yesterday’s rally, with modest net short cover in UXY futures providing the only exception to the broader trend.

  • The only meaningful net DV01 equivalent adjustment came in WN futures, as the final rounds of pre-election positioning took hold.

 

Keep reading...Show less