January 03, 2025 11:21 GMT
US TSY FUTURES: Fresh Longs Set In TY Futures On Thursday
US TSY FUTURES
Long setting in TY futures (~$2mn DV01) equivalent provided the only real positioning swing of note on Thursday.
- The lower-than-expected round of weekly jobless claims data helped unwind most of the rally seen ahead of the release, making for fairly non-committal trade.
|
02-Jan-25
31-Dec-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,271,039
4,288,996
-17,957
-696,561
FV
6,175,529
6,157,077
+18,452
+776,779
TY
4,546,355
4,514,173
+32,182
+2,079,584
UXY
2,166,417
2,161,248
+5,169
+454,408
US
1,916,508
1,913,615
+2,893
+363,427
WN
1,764,918
1,766,141
-1,223
-232,016
Total
+39,516
+2,745,622
Keep reading...Show less
49 words