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OI Points To Mix Of Long Cover & Short Setting On Monday

US TSY FUTURES

The combination of yesterday’s continued weakness in Tsy futures and preliminary OI data points to modest rounds of net long cover across most contracts, with the only apparent exception coming via relatively contained net short setting in US futures.

  • The long cover seen across most of the contracts likely reflected an unwind of some weekend geopolitical risk premium, after the Israel & Iran situation avoided the worst-case scenario.
  • Still, related tension remains elevated and participants are on lookout for the Israeli response.
  • Stronger-than-expected U.S. retail sales data also factored into the Tsy sell off.
15-Apr-2412-Apr-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU3,949,3473,955,265-5,918-217,379
FV6,040,4506,043,995-3,545-146,240
TY4,411,7824,417,169-5,387-340,987
UXY2,055,9232,064,553-8,630-733,733
US1,552,6201,540,612+12,008+1,494,506
WN1,609,3221,615,528-6,206-1,183,715
Total-17,678-1,127,548
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
HomepageBond Market NewsBulletMarketsFixed Income Bullets
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
HomepageBond Market NewsBulletMarketsFixed Income Bullets

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