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OI Points To Mix Of Short & Long Setting On Monday

US TSY FUTURES
HomepageBond Market NewsBulletMarketsFixed Income Bullets

The combination of yesterday’s twist flattening of the curve and preliminary OI data points to a mix of net short setting (TU & FV) and net long setting (TY, UXY, US & WN).

  • The net long setting in the long end was more prominent than the net short setting in the front end/belly.
24-Jun-2421-Jun-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU4,139,7294,128,215+11,514+439,031
FV6,223,1506,189,890+33,260+1,414,297
TY4,334,0294,290,687+43,342+2,818,969
UXY2,055,5252,044,109+11,416+1,030,139
US1,641,9931,638,486+3,507+469,164
WN1,672,6871,669,486+3,201+664,403
Total+106,240+6,836,003
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The combination of yesterday’s twist flattening of the curve and preliminary OI data points to a mix of net short setting (TU & FV) and net long setting (TY, UXY, US & WN).

  • The net long setting in the long end was more prominent than the net short setting in the front end/belly.
24-Jun-2421-Jun-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU4,139,7294,128,215+11,514+439,031
FV6,223,1506,189,890+33,260+1,414,297
TY4,334,0294,290,687+43,342+2,818,969
UXY2,055,5252,044,109+11,416+1,030,139
US1,641,9931,638,486+3,507+469,164
WN1,672,6871,669,486+3,201+664,403
Total+106,240+6,836,003