Free Trial

US TSY FUTURES: OI Points To Net Long Setting Across Much Of Curve On Friday

US TSY FUTURES

OI suggests modest net long setting was seen across much of the futures curve on Friday, with the only exception coming via apparent short cover in FV futures.

  • Overall net DV01 equivalent movement on the curve was fairly limited (sub-$2.5mn).

 

Keep reading...Show less
47 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 suggests modest net long setting was seen across much of the futures curve on Friday, with the only exception coming via apparent short cover in FV futures.

  • Overall net DV01 equivalent movement on the curve was fairly limited (sub-$2.5mn).

 

Keep reading...Show less