August 19, 2024 10:17 GMT
Short Cover In FV Future Seen On Friday
US TSY FUTURES
OI data points to a mix of net long setting and short cover during Friday’s rally, although the only meaningful positioning swing came via short cover in FV futures.
- A move lower in oil prices seemed to drive a rally through early New York trade, before a recovery in crude oil & equities, as well as the UoM data, pushed the space away from session highs.
16-Aug-24 | 15-Aug-24 | Daily OI Change | OI DV01 Equivalent Change ($) | |
TU | 4,351,533 | 4,349,192 | +2,341 | +85,621 |
FV | 6,657,355 | 6,708,570 | -51,215 | -2,162,340 |
TY | 4,981,065 | 4,976,768 | +4,297 | +279,754 |
UXY | 2,160,573 | 2,153,086 | +7,487 | +690,355 |
US | 1,673,822 | 1,678,803 | -4,981 | -688,904 |
WN | 1,627,916 | 1,628,656 | -740 | -170,797 |
Total | -42,811 | -1,966,311 |
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