US TSY FUTURES: Mix Of Short Setting & Long Cover Seen Wednesday
Jul-03 10:10
OI data points to a mix of limited net short setting and long cover through US futures during Wednesday's downtick. The only real positioning swing of note (in DV01 terms) came via net short setting in WN futures.
| 02-Jul-25 | 01-Jul-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,288,343 | 4,309,391 | -21,048 | -806,798 |
FV | 7,104,318 | 7,118,937 | -14,619 | -634,680 |
TY | 5,055,134 | 5,045,935 | +9,199 | +612,284 |
UXY | 2,433,118 | 2,444,182 | -11,064 | -974,872 |
US | 1,804,099 | 1,808,052 | -3,953 | -501,130 |
WN | 1,956,969 | 1,942,744 | +14,225 | +2,617,367 |
|
| Total | -27,260 | +312,172 |
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OUTLOOK: Price Signal Summary - A Bull Cycle In S&P E-Minis Remains Intact
Jun-03 10:09
- In the equity space, the trend condition in S&P E-Minis is unchanged and remains bullish. Recent gains delivered a print above 5993.50, the May 20 high and a bull trigger. The break highlights a resumption of the uptrend and maintains a price sequence of higher highs and higher lows. An extension would open 6057.00 next, the Mar 3 high. Key support lies at 5756.81, the 50-day EMA. A clear break of this average is required to highlight a reversal.
- The trend cycle in EUROSTOXX 50 futures remains bullish and recent weakness appears corrective. Moving average studies are in a bull-mode position, highlighting a clear dominant uptrend. Sights are on 5516.00, the Mar 3 high and the key bull trigger. Clearance of this level would strengthen a bull theme. Key support to watch lies at 5258.36, the 50-day EMA.
FINLAND T-BILL AUCTION RESULTS: 8/11-Month RFTBs
Jun-03 10:08
| Type | 8-month RFTB | 11-month RFTB |
| Maturity | Feb 13, 2026 | May 13, 2026 |
| Amount | E874mln | E1.126bln |
| Target | E2bln | Shared |
| Previous | E1.116bln | E1.317bln |
| Avg yield | 1.920% | 1.907% |
| Previous | 2.010% | 2.290% |
| Bid-to-cover | 2.14x | 1.67x |
| Previous | 1.77x | 1.4x |
| Previous date | May 13, 2025 | Mar 11, 2025 |
Source: Bloomberg
OPTIONS: Expiries for Jun03 NY cut 1000ET (Source DTCC)
Jun-03 10:05
- EUR/USD: $1.1348-50(E3.2bln), $1.1395-00(E1.2bln), $1.1450(E651mln)
- AUD/USD: $0.6415(A$672mln), $0.6500-05(A$1.2bln)
- USD/CAD: C$1.3700($885mln)
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