US TSY FUTURES: Net Short Setting & Long Cover Seen On Wednesday
OI data points to a mix of net short setting (TU, FV, TY & WN) and long cover (UXY & US) as Tsy futures ticked lower on Wednesday.
- The former was slightly more prominent, with the most meaningful DV01 adjustment coming via the net short setting seen in WN.
| 15-Oct-25 | 14-Oct-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,561,715 | 4,553,734 | +7,981 | +310,777 |
FV | 6,715,928 | 6,693,946 | +21,982 | +960,878 |
TY | 5,410,600 | 5,409,869 | +731 | +49,607 |
UXY | 2,463,933 | 2,466,185 | -2,252 | -204,942 |
US | 1,878,415 | 1,880,796 | -2,381 | -308,313 |
WN | 2,071,970 | 2,064,636 | +7,334 | +1,400,353 |
|
| Total | +33,395 | +2,208,359 |
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FINLAND AUCTION RESULTS: RFGB Results
| 0.75% Apr-31 RFGB | 3.00% Sep-35 RFGB | |
| ISIN | FI4000148630 | FI4000587415 |
| Amount | E628mln | E874mln |
| Previous | E398mln | E797mln |
| Avg yield | 2.572% | 3.067% |
| Previous | 1.237% | 3.050% |
| Bid-to-cover | 1.69x | 1.48x |
| Previous | 1.93x | 1.73x |
| Avg Price | 90.65 | 99.43 |
| Pre-auction mid | 90.606 | 99.429 |
| Prev avg price | 95.88 | 99.57 |
| Prev mid-price | 95.909 | 99.360 |
| Previous date | 19-Apr-22 | 12-Aug-25 |
US TSY FUTURES: Mix Of Long Setting & Short Cover On Monday
OI data points to a mix of net short cover in the front end of the curve (TU & FV) and net long setting further out (TY, UXY, US & WN) as Tsys ticked higher on Monday, with the latter slightly more prominent in DV01 terms.
| 15-Sep-25 | 12-Sep-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,460,001 | 4,486,120 | -26,119 | -1,057,998 |
FV | 6,784,160 | 6,818,531 | -34,371 | -1,528,906 |
TY | 5,377,833 | 5,372,264 | +5,569 | +381,788 |
UXY | 2,372,083 | 2,365,591 | +6,492 | +594,068 |
US | 1,811,494 | 1,804,632 | +6,862 | +984,802 |
WN | 2,015,269 | 2,010,800 | +4,469 | +845,638 |
|
| Total | -37,098 | +219,392 |
MNI: INVITE: MNI Connect Livestream With ECB’s Luis de Guindos On Sep 18
You are invited to listen to a Livestreamed MNI Connect Video Conference with Luis de Guindos, the Vice-President of the European Central Bank.
Details below:
- Speaker: Luis de Guindos, Vice-President of the European Central Bank
- Topic of discussion: 'Euro Area Growth and Inflation Outlook.'
- Date: Thursday 18 September, 9am-10:30am London time
- This event is on the record and will run as a Zoom Webinar
To register please go to: MNI Webcast Registration
