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US TSY FUTURES: OI Shows Exposure Building In Most Contracts On Friday

US TSY FUTURES

OI points to a mix of net short setting (TU & FV), long setting (TY, UXY & WN) and short cover (US) during Friday’s twist flattening of the curve.

  • The establishment of fresh positions in the wings (TU & WN) dominated from a net DV01 equivalent perspective.

 

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OI points to a mix of net short setting (TU & FV), long setting (TY, UXY & WN) and short cover (US) during Friday’s twist flattening of the curve.

  • The establishment of fresh positions in the wings (TU & WN) dominated from a net DV01 equivalent perspective.

 

Keep reading...Show less