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Fresh Shorts Seemingly Added Across The Curve On Monday

US TSY FUTURES

The combination of outright cheapening and moves higher in preliminary OI readings point to fresh shorts being added across the Tsy futures curve on Monday.

  • The most sizeable move in OI DV01 equivalent terms came in TY futures.
  • ~$4.5mn of DV01 equivalent OI was added across the curve.
02-Oct-2329-Sep-23Daily OI ChangeOI DV01 Equivalent Change ($)
TU3,925,7553,922,206+3,549+134,699
FV5,591,5475,578,231+13,316+555,113
TY4,765,6754,741,561+24,114+1,528,553
UXY1,891,6651,883,783+7,882+695,471
US1,419,1331,408,870+10,263+1,343,454
WN1,559,1621,557,974+1,188+222,012
Total+60,312+4,479,301
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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