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OI Points To Light Net Long Adding On Monday

US TSY FUTURES

The combination of yesterday’s rally (drivers have been heavily detailed elsewhere) and preliminary OI data point to net longs being added across most of the curve on Monday, with UXY futures providing the only apparent exception to the rule. Still, net DV01 equivalent moves were limited in both contract and curve terms.

08-Jan-2405-Jan-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU3,752,0943,735,530+16,564+637,009
FV5,785,4975,771,581+13,916+601,991
TY4,617,7414,614,442+3,299+213,049
UXY2,087,4732,094,500-7,027-646,692
US1,439,5831,430,177+9,406+1,287,700
WN1,676,8081,674,247+2,561+553,165
Total+38,719+2,646,222
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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