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US TSY FUTURES: Mix Of Positioning Swings Seen During Tuesday's Twist Steepening

US TSY FUTURES

OI data points to a mix of long setting (TU), long cover (FV & UXY) and short setting (TY, US & WN) as the curve twist steepened on Tuesday.

  • The most notable DV01 equivalent net positioning swings came in TU & FV futures, with more limited swings seen further out the curve.

 

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OI data points to a mix of long setting (TU), long cover (FV & UXY) and short setting (TY, US & WN) as the curve twist steepened on Tuesday.

  • The most notable DV01 equivalent net positioning swings came in TU & FV futures, with more limited swings seen further out the curve.

 

Keep reading...Show less