February 13, 2025 11:14 GMT
US TSY FUTURES: Long Cover In TY & US Futures Dominated After CPI
US TSY FUTURES
OI data points to a mix of net short setting and long cover during yesterday’s CPI-driven sell off.
- Net long cover in TY & US futures provided the most notable DV01 equivalent adjustments, tilting the curve-wide net positioning bias in that direction.
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12-Feb-25
11-Feb-25
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,084,671
4,109,783
-25,112
-921,359
FV
6,364,256
6,364,442
-186
-7,624
TY
4,822,057
4,872,897
-50,840
-3,225,798
UXY
2,267,182
2,257,748
+9,434
+818,022
US
1,998,428
2,014,515
-16,087
-2,002,027
WN
1,794,959
1,794,634
+325
+60,980
Total
-82,466
-5,277,807
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