Free Trial

US TSY FUTURES: OI Suggests Mix Of Positioning Swings During Thursday Twist

US TSY FUTURES

OI points to a mix of net long setting, short setting and long cover during Thursday’s twist steepening on the futures curve, with net short setting across FV, US & WN futures leading in terms of overall net DV01 impact.

 

Keep reading...Show less
48 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 points to a mix of net long setting, short setting and long cover during Thursday’s twist steepening on the futures curve, with net short setting across FV, US & WN futures leading in terms of overall net DV01 impact.

 

Keep reading...Show less