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Free AccessOI Suggests Long Cover Dominated Net Positioning Swing On Tuesday
The combination of preliminary open interest data and Tuesday’s price action point to long covering in Tsy futures dominating from a net positioning perspective.
- FV, TY and WN futures seemingly saw longs covered on net, with the most notable OI DV01 equivalent swing coming in the WN futures contract.
- Meanwhile, UXY & US futures seemingly saw fresh shorts added on net.
- The small uptick in TU pricing and uptick in OI point to a limited addition of fresh longs in that contract on net.
| 15-Aug-23 | 14-Aug-23 | Daily OI Change | OI DV01 Equivalent Change ($) | |
| TU | 3,764,034 | 3,762,387 | +1,647 | +59,287 |
| FV | 5,587,469 | 5,628,803 | -41,334 | -1,712,486 |
| TY | 4,773,163 | 4,789,282 | -16,119 | -1,048,941 |
| UXY | 1,838,858 | 1,834,641 | +4,217 | +384,439 |
| US | 1,327,664 | 1,327,251 | +413 | +56,677 |
| WN | 1,536,604 | 1,557,995 | -21,391 | -4,321,085 |
| Total | -72,567 | -6,582,109 |
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