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OI Points To Mixed Positioning Swings On Friday

US TSY FUTURES

Preliminary OI and Friday's twist flattening of the curve points to mixed positioning swings ahead of the weekend.

  • We saw a mix of apparentnet long cover (TU through TY futures), modest net short setting (UXY futures) and net short cover (WN futures).
  • It is hard to be certain when it comes to US positioning movement given unchanged price status on the day.
15-Mar-2414-Mar-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU3,653,1903,661,373-8,183-314,249
FV5,829,3005,850,576-21,276-905,433
TY4,305,2504,313,060-7,810-510,685
UXY2,033,6802,033,306+374+33,004
US1,477,3511,488,561-11,210-1,491,812
WN1,578,9971,581,368-2,371-485,929
Total-50,476-3,675,104
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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