December 12, 2024 10:54 GMT
US TSY FUTURES: Short Setting In TY Futures Dominated On Wednesday
US TSY FUTURES
OI data suggests that net short setting in TY futures provided the largest positioning swing on Wednesday (~$2.6mn DV01), with contained rounds of net short setting and long cover seen elsewhere essentially offsetting.
|
11-Dec-24
10-Dec-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,295,818
4,278,891
+16,927
+664,125
FV
6,034,493
6,047,397
-12,904
-555,274
TY
4,471,478
4,432,020
+39,458
+2,611,657
UXY
2,187,941
2,198,221
-10,280
-929,828
US
1,843,455
1,847,148
-3,693
-483,198
WN
1,763,076
1,758,479
+4,597
+924,933
Total
+34,105
+2,232,415
Keep reading...Show less
41 words