US TSY FUTURES: Net Short Setting Dominated After NFPs
Feb-12 11:07
OI data points to net short setting dominating in the wake of yesterday's NFP report, with ~$5.5mln of fresh net short DV01 exposure being added in curve-wide terms on the day and only modest long cover in UXY futures interrupting the wider theme.
| 11-Feb-26 | 10-Feb-26 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,674,168 | 4,656,489 | +17,679 | +648,424 |
FV | 6,864,635 | 6,835,483 | +29,152 | +1,247,598 |
TY | 5,434,362 | 5,419,794 | +14,568 | +958,617 |
UXY | 2,535,779 | 2,546,507 | -10,728 | -957,975 |
US | 1,748,303 | 1,733,810 | +14,493 | +2,016,227 |
WN | 2,195,297 | 2,186,904 | +8,393 | +1,554,223 |
|
| Total | +73,557 | +5,467,114 |
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SONIA OPTIONS: Mid Curve Risk Reversal
Jan-13 11:05
0NM6 96.20/97.10RR, sold the Call at flat in 12k.
OUTLOOK: Price Signal Summary - EUROSTOXX50 Futures Bull Cycle Still In Play
Jan-13 11:03
- In the equity space, the trend structure in S&P E-Minis remains bullish and Monday's fresh cycle high reinforces current conditions.The move higher confirms a resumption of the primary uptrend and maintains the bullish price sequence of higher highs and higher lows. Sights are on 7036.74, the 0.764 projection of the Dec 18 - 26 - Jan 2 price swing. On the downside, initial support to watch lies at 6941.50, the 20-day EMA.
- A bull cycle in EUROSTOXX 50 futures is intact and Monday’s cycle high and strong start to the week, reinforces the bull theme. Note that MA studies are in a bull-mode position, highlighting a dominant uptrend. The 6000.00 handle has been breached, signalling scope for 6086.99 next, a 1.236 projection of the Nov 21 - Dec 12 - 18 price swing. Initial firm support to watch is 5856.52, the 20-day EMA. A pullback would be considered corrective and allow an overbought condition to unwind.
MNI: US NFIB DEC SMALL BUSINESS INDEX 99.5
Jan-13 11:00
- MNI: US NFIB DEC SMALL BUSINESS INDEX 99.5
