OI data points to a mix of net long setting and short cover during yesterday’s uptick in Tsy futures, with the only positioning swing of note coming via long setting in TY futures (~$3.7mln DV01 ...

UBS analysts warned in a research note that Commodity Trading Advisors (CTAs) are set to continue cutting equity and risky asset exposures, with no support expected from them in the near term.

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to ...

(Bloomberg) -- Treasury traders are heading to the sidelines amid uncertainty over an expanding global trade war, sending one measure of volatility to its lowest level in three years and leaving ...

NEW YORK, Feb. 10, 2025 /PRNewswire/ -- dv01, a leading provider of loan-level data management, reporting, and analytics solutions for structured products, announced the launch of dv01 DealStudio.

In terms of sectors, the largest positioning swings were seen in 10-year note futures, where hedge funds extended net short by $13.3m/DV01, and in SOFR futures, where $5.3m/DV01 was added to net short ...