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US TSY FUTURES: Net Long Setting Slightly More Prominent In Friday's Rally

US TSY FUTURES

OI data points to a mix of net long setting and short cover on Friday, as markets reacted to the dovish reports covering this week’s FOMC, courtesy of the WSJ & FT.

  • Net long setting provided the dominant positioning factor in curve-wide DV01 equivalent terms, with the most prominent positioning swings coming via fresh longs being set in FV & WN futures.

 

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OI data points to a mix of net long setting and short cover on Friday, as markets reacted to the dovish reports covering this week’s FOMC, courtesy of the WSJ & FT.

  • Net long setting provided the dominant positioning factor in curve-wide DV01 equivalent terms, with the most prominent positioning swings coming via fresh longs being set in FV & WN futures.

 

Keep reading...Show less