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

US TSY FUTURES

The combination of yesterday's rally in Tsy futures and preliminary OI data points to a mix of net long setting and short cover across the curve on Tuesday.

  • Net long setting seemed to be seen in TY, US & WN futures, while net short cover was seemingly seen in TU, FV & UXY futures.
  • Net long setting was the dominant factor in broader net curve terms.
  • A reminder that continued weakness in Apple shares and a relatively soft ISM services survey were seen as the major drivers of yesterday's rally.
05-Mar-2404-Mar-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU3,605,7413,616,619-10,878-425,885
FV5,804,2855,814,427-10,142-438,067
TY4,277,1614,262,002+15,159+1,006,123
UXY2,046,3852,049,191-2,806-251,723
US1,457,3881,443,855+13,533+1,810,997
WN1,588,2311,586,455+1,776+376,564
Total+6,642+2,078,010
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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