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US TSY FUTURES: OI Suggests Mix Of Long Setting & Short Cover Dominated Friday

US TSY FUTURES

OI points to a mix of net long setting (TU, TY & UXY) and short cover (FV, US & WN) during Friday’s rally in Tsy futures, with the former providing the most impetus in net DV01 curve-wide terms.

 

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OI points to a mix of net long setting (TU, TY & UXY) and short cover (FV, US & WN) during Friday’s rally in Tsy futures, with the former providing the most impetus in net DV01 curve-wide terms.

 

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