December 18, 2024 11:19 GMT
US TSY FUTURES: Short Cover In Most Contracts On Tuesday
US TSY FUTURES
OI data points to net short cover in most contracts on Tuesday, with that theme only broken by a modest round of net long setting in US futures.
- TY futures saw the largest DV01 equivalent positioning swing (~$1.6mn).
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17-Dec-24
16-Dec-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,217,505
4,240,057
-22,552
-876,506
FV
6,065,452
6,072,538
-7,086
-302,455
TY
4,453,907
4,478,215
-24,308
-1,593,604
UXY
2,160,574
2,163,275
-2,701
-241,646
US
1,845,918
1,843,507
+2,411
+310,065
WN
1,758,282
1,765,018
-6,736
-1,330,297
Total
-60,972
-4,034,443
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