May 09, 2024 09:47 GMT
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-24 | 07-May-24 | Daily OI Change | OI DV01 Equivalent Change ($) | |
TU | 4,063,002 | 4,070,220 | -7,218 | -263,245 |
FV | 6,069,071 | 6,042,671 | +26,400 | +1,081,675 |
TY | 4,377,078 | 4,382,164 | -5,086 | -322,712 |
UXY | 2,145,123 | 2,143,172 | +1,951 | +166,879 |
US | 1,596,068 | 1,600,237 | -4,169 | -527,869 |
WN | 1,641,165 | 1,643,428 | -2,263 | -439,582 |
Total | +9,615 | -304,854 |
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