January 22, 2025 10:53 GMT
US TSY FUTURES: Long Setting In FV Through UXY Noted Over Last Two Sessions
US TSY FUTURES
Net long setting across TY, UXY and US futures dominated between Friday and Tuesday settlements, as markets remained sensitive to headlines surrounding Trump’s tariff plans.
- Net long cover in TU futures provided the only other net positioning move of note.
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21-Jan-25
17-Jan-25
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,155,072
4,183,844
-28,772
-1,090,113
FV
6,158,658
6,181,136
-22,478
-935,950
TY
4,743,305
4,694,593
+48,712
+3,126,548
UXY
2,270,826
2,266,718
+4,108
+359,336
US
1,917,054
1,908,965
+8,089
+1,010,919
WN
1,792,716
1,794,375
-1,659
-313,362
Total
+8,000
+2,157,378
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