December 05, 2024 11:10 GMT
US TSY FUTURES: Net Long Setting In The Wings Dominated On Wednesday
US TSY FUTURES
OI data suggests net long setting in the wings of the curve (TU, US & WN futures) provided the largest positioning swings during Wednesday’s rally.
- A mix of more modest long setting and short cover was seen in FV through UXY futures.
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04-Dec-24
03-Dec-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,333,447
4,285,006
+48,441
+1,919,722
FV
6,021,012
6,028,127
-7,115
-308,260
TY
4,491,622
4,481,803
+9,819
+648,484
UXY
2,149,227
2,156,416
-7,189
-656,880
US
1,850,284
1,841,205
+9,079
+1,211,254
WN
1,757,856
1,742,783
+15,073
+3,137,843
Total
+68,108
+5,952,162
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