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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-2314-Sep-23Daily OI ChangeOI DV01 Equivalent Change ($)
TU3,707,3533,688,316+19,037+729,129
FV5,516,8395,497,287+19,552+830,672
TY4,715,6434,708,815+6,828+444,664
UXY1,829,9611,808,581+21,380+1,957,139
US1,361,6101,360,277+1,333+177,918
WN1,538,4141,538,046+368+75,101
Total+68,498+4,214,623
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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