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US TSY FUTURES: OI Suggests Run Of Limited Net Positioning Swings Extends

US TSY FUTURES

OI data points to a mix of net long setting and short cover during Tuesday's rally in Tsy futures, with the only positioning shift of any note coming via apparent net long setting in WN futures (~$1.85mn DV01) equivalent.

  • Net positioning adjustments over the last 2-3 sessions have been somewhat modest.

 

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OI data points to a mix of net long setting and short cover during Tuesday's rally in Tsy futures, with the only positioning shift of any note coming via apparent net long setting in WN futures (~$1.85mn DV01) equivalent.

  • Net positioning adjustments over the last 2-3 sessions have been somewhat modest.

 

Keep reading...Show less