Malaysia's LNG exports have seen a gradual recovering over the past three weeks after maintenance la...
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OI data points to a mix of net long setting (FV, UXY, US & WN) and short cover (TU & TY) during Tuesday’s uptick in Tsy futures, with curve-wide positioning effectively neutral in DV01 equivalent terms.
| 06-May-25 | 05-May-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,037,146 | 4,072,824 | -35,678 | -1,309,381 |
FV | 6,912,263 | 6,909,348 | +2,915 | +124,907 |
TY | 4,956,466 | 4,960,841 | -4,375 | -281,996 |
UXY | 2,291,366 | 2,290,501 | +865 | +76,188 |
US | 1,794,426 | 1,784,087 | +10,339 | +1,313,740 |
WN | 1,888,341 | 1,887,370 | +971 | +178,666 |
|
| Total | -24,963 | +102,124 |
TYM5 109.50 puts ~12K given at 0-07 over the last hour or so.
Type | 3-month EU-bill | 6-month EU-bill | 12-month EU-bill |
Maturity | Aug 8, 2025 | Nov 7, 2025 | May 8, 2026 |
Amount | E788mln | E1.181bln | E1.197bln |
Target | E1.0bln | E1.5bln | E1.5bln |
Previous | E1.092bln | E1.062bln | E797mln |
Avg yield | 2.029% | 1.962% | 1.868% |
Previous | 2.158% | 2.117% | 1.956% |
Bid-to-cover | 3.3x | 2.19x | 1.73x |
Previous | 1.72x | 1.69x | 2.54x |
Previous date | Apr 16, 2025 | Apr 16, 2025 | Apr 16, 2025 |