March 19, 2025 10:09 GMT
US TSY FUTURES: Long Setting In TY Dominated On Tuesday
US TSY FUTURES
OI data points to a mix of net long setting and short cover during yesterday’s uptick in Tsy futures, with the only positioning swing of note coming via long setting in TY futures (~$3.7mln DV01 equivalent).
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18-Mar-25
17-Mar-25
Daily OI Change
OI DV01 Equivalent Change ($)
TU
3,811,430
3,818,608
-7,178
-280,158
FV
6,294,316
6,287,813
+6,503
+283,828
TY
4,864,454
4,807,070
+57,384
+3,691,362
UXY
2,273,751
2,266,807
+6,944
+619,689
US
1,771,230
1,776,997
-5,767
-755,757
WN
1,779,828
1,777,845
+1,983
+383,627
Total
+59,869
+3,942,591
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