The Warehouse Gap Does Much To Fill In Why There Were Never Too Many Treasuries
Long bond futures, open interest. There really shouldn’t be much to glean from just the raw count of US Treasury futures contracts at any given time, yet throughout the past quarter-century you could tell something was up whenever this particular contract’s open interest went up. More of long bond OI, the more it seemed (and still seems) trouble lurked (lurks).I [...]
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