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OI Points To Net Long Cover In Most Contracts On Tuesday

US TSY FUTURES

The combination of yesterday’s sell off in Tsy futures and OI data points to net long cover in most contracts, as part of the broader (partial) unwind of the recent risk-off price action.

  • The only exception to the rule came via modest net short setting in TU futures.
06-Aug-2405-Aug-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU4,407,0724,385,454+21,618+804,314
FV6,587,0636,644,734-57,671-2,451,154
TY4,854,4754,870,017-15,542-1,024,460
UXY2,121,6602,140,469-18,809-1,729,484
US1,750,7941,753,480-2,686-367,700
WN1,671,5011,678,247-6,746-1,444,179
Total-79,836-6,212,663
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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