Free Trial

US TSY FUTURES: OI Points to Mix Of Short Setting & Long Cover On Thursday

US TSY FUTURES

OI data points to a mix of short setting and long cover as Tsy futures settled lower on Thursday, with those positioning swings roughly offsetting in curve-wide DV01 terms 

  • We have seen a recovery rally since then, which may have included short cover from some shorter-term accounts.

 

Keep reading...Show less
55 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.

OI data points to a mix of short setting and long cover as Tsy futures settled lower on Thursday, with those positioning swings roughly offsetting in curve-wide DV01 terms 

  • We have seen a recovery rally since then, which may have included short cover from some shorter-term accounts.

 

Keep reading...Show less