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US TSY FUTURES: OI Points To Long Cover In TY Futures On Wednesday

US TSY FUTURES

OI suggests that long cover in TY futures presented the largest DV01-equivalent swing on the curve during Wednesday’s sell off.

  • Rounds of net short setting and long cover across the remainder of the curve generally offset in net DV01 terms.

 

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OI suggests that long cover in TY futures presented the largest DV01-equivalent swing on the curve during Wednesday’s sell off.

  • Rounds of net short setting and long cover across the remainder of the curve generally offset in net DV01 terms.

 

Keep reading...Show less