September 24, 2024 10:44 GMT
US TSY FUTURES: Light Bias Towards Short Setting On Monday
US TSY FUTURES
Yesterday’s downtick in Tsy futures and movement in OI data points to short setting across most contracts, with only modest long cover in UXY breaking that theme.
- Contract-specific net DV01 equivalent swings were quite limited, with the recovery from session lows that came on the back of heightened tension between Israel and Lebanon likely introducing grater balance during the second half of NY trade.
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23-Sep-24
20-Sep-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,403,522
4,384,848
+18,674
+730,664
FV
6,415,029
6,409,991
+5,038
+222,738
TY
4,898,212
4,883,003
+15,209
+1,018,398
UXY
2,122,861
2,123,196
-335
-31,164
US
1,751,797
1,744,868
+6,929
+957,193
WN
1,703,838
1,703,578
+260
+56,564
Total
+45,775
+2,954,394
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