Short Setting Seemed To Dominate On Friday

US TSY FUTURES

The combination of outright cheapening and an uptick in open interest across the Tsy futures curve points to an increase in net short setting driving positioning swings for a second straight session on Friday.

	15-Sep-23	14-Sep-23	Daily OI Change	OI DV01 Equivalent Change ($)
TU	3,707,353	3,688,316	+19,037	+729,129
FV	5,516,839	5,497,287	+19,552	+830,672
TY	4,715,643	4,708,815	+6,828	+444,664
UXY	1,829,961	1,808,581	+21,380	+1,957,139
US	1,361,610	1,360,277	+1,333	+177,918
WN	1,538,414	1,538,046	+368	+75,101
		Total	+68,498	+4,214,623

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	15-Sep-23	14-Sep-23	Daily OI Change	OI DV01 Equivalent Change ($)
TU	3,707,353	3,688,316	+19,037	+729,129
FV	5,516,839	5,497,287	+19,552	+830,672
TY	4,715,643	4,708,815	+6,828	+444,664
UXY	1,829,961	1,808,581	+21,380	+1,957,139
US	1,361,610	1,360,277	+1,333	+177,918
WN	1,538,414	1,538,046	+368	+75,101
		Total	+68,498	+4,214,623

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Short Setting Seemed To Dominate On Friday

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