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OI Points To Net Short Setting Across Curve On Wednesday

US TSY FUTURES
HomepageBond Market NewsBulletMarketsFixed Income Bullets

Yesterday’s sell off in Tsys and preliminary OI data points to relatively meaningful net short setting across the curve. A little over $8mn of OI DV01 equivalent in net shorts was added across the curve.

  • This came as European bonds led Tsys lower, with a slightly firmer-than-expected headline durable goods reading and soft demand metrics at the 5-Year Tsy auction also factoring in.
24-Apr-2423-Apr-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU4,090,5264,051,949+38,577+1,400,044
FV6,001,2585,951,826+49,432+2,029,446
TY4,500,9254,484,379+16,546+1,044,533
UXY2,061,2132,057,575+3,638+308,656
US1,565,9551,548,673+17,282+2,147,656
WN1,626,0281,618,698+7,330+1,389,934
Total+132,805+8,320,269
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Yesterday’s sell off in Tsys and preliminary OI data points to relatively meaningful net short setting across the curve. A little over $8mn of OI DV01 equivalent in net shorts was added across the curve.

  • This came as European bonds led Tsys lower, with a slightly firmer-than-expected headline durable goods reading and soft demand metrics at the 5-Year Tsy auction also factoring in.
24-Apr-2423-Apr-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU4,090,5264,051,949+38,577+1,400,044
FV6,001,2585,951,826+49,432+2,029,446
TY4,500,9254,484,379+16,546+1,044,533
UXY2,061,2132,057,575+3,638+308,656
US1,565,9551,548,673+17,282+2,147,656
WN1,626,0281,618,698+7,330+1,389,934
Total+132,805+8,320,269