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OI Points To Mix Of Long & Short Setting On Thursday

US TSY FUTURES

The combination of preliminary open interest data and twist steepening of the Tsy curve point to a mix fresh longs and fresh shorts being set in net positioning terms on Thursday.

  • Contracts through UXY seemingly saw fresh longs set on net, while US & WN futures seemingly saw fresh shorts set on net.
  • The apparent long setting through UXY marginally outweighed the short setting seen further out the curve in DV01 equivalent terms.
05-Oct-2304-Oct-23Daily OI ChangeOI DV01 Equivalent Change ($)
TU3,984,0793,959,729+24,350+918,547
FV5,676,0855,656,847+19,238+800,241
TY4,765,0514,761,669+3,382+213,740
UXY1,895,6741,885,220+10,454+917,717
US1,407,0711,400,548+6,523+842,026
WN1,558,3111,548,225+10,086+1,846,222
Total+74,033+5,538,493
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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