Free Trial

Open Interest Falls On Friday, As Short Covering Dominates

US TSY FUTURES

Net OI across Tsy futures saw a reduction on Friday, even with a lack of meaningful net movement in price terms observed. The combination of preliminary OI data and price action indicated that TU futures saw fresh shorts added, while FV, TY, UXY & US futures saw shorts cut. Beyond there, WN futures saw longs added.


21-Jul-2320-Jul-23Daily OI ChangeOI DV01 Equivalent Change ($)
TU3,611,2503,604,114+7,136+265,745
FV5,292,4875,321,498-29,011-1,231,807
TY4,726,0504,739,273-13,223-870,999
UXY1,743,2441,744,855-1,611-152,944
US1,244,7251,255,470-10,745-1,573,719
WN1,511,3021,511,116+186+41,260
Total-47,268-3,522,464
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.