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OI Points To Mix Of Modest Short Setting & Long Cover On Wednesday

US TSY FUTURES

Yesterday's move lower in Tsy futures and preliminary OI data points to a mix of modest short setting and long cover across the major contracts, although there was little net movement in individual and curve-wide DV01 equivalents.

08-May-2407-May-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU4,063,0024,070,220-7,218-263,245
FV6,069,0716,042,671+26,400+1,081,675
TY4,377,0784,382,164-5,086-322,712
UXY2,145,1232,143,172+1,951+166,879
US1,596,0681,600,237-4,169-527,869
WN1,641,1651,643,428-2,263-439,582
Total+9,615-304,854
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Yesterday's move lower in Tsy futures and preliminary OI data points to a mix of modest short setting and long cover across the major contracts, although there was little net movement in individual and curve-wide DV01 equivalents.

08-May-2407-May-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU4,063,0024,070,220-7,218-263,245
FV6,069,0716,042,671+26,400+1,081,675
TY4,377,0784,382,164-5,086-322,712
UXY2,145,1232,143,172+1,951+166,879
US1,596,0681,600,237-4,169-527,869
WN1,641,1651,643,428-2,263-439,582
Total+9,615-304,854