January 06, 2025 11:39 GMT
US TSY FUTURES: Short Setting Dominated On Friday
US TSY FUTURES
OI data points to net short setting across the curve on Friday, as data flow and setup for a heavy week of $IG & Tsy supply weighed on markets.
- The largest net DV01 equivalent positioning swings came in the 7- to 10-Year zone of the futures curve (TY & UXY).
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03-Jan-25
02-Jan-25
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,303,833
4,271,006
+32,827
+1,270,363
FV
6,180,465
6,175,390
+5,075
+212,900
TY
4,571,307
4,545,889
+25,418
+1,634,618
UXY
2,184,077
2,162,260
+21,817
+1,905,950
US
1,924,027
1,916,694
+7,333
+912,243
WN
1,769,527
1,764,866
+4,661
+871,755
Total
+97,131
+6,807,828
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