September 30, 2024 10:52 GMT
US TSY FUTURES: OI Points to Mix Of Long Setting & Short Cover In Friday's Rally
US TSY FUTURES
OI data points to a mix of short cover and long setting during Friday’s rally, as the PCE data suite and geopolitical risk centred on the Middle East supported Tsys into the weekend.
- Long setting in WN futures generated the largest DV01 equivalent move, while the largest round of DV01 equivalent short cover came in FV futures.
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