October 08, 2024 10:08 GMT
US TSY FUTURES: Long Cover Dominated during Monday's Sell Off
US TSY FUTURES
OI data points to long cover dominating in most contracts on Monday, as Friday's post-NFP weakness extended.
- Modest rounds of net short setting were seen in TU & UXY futures.
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07-Oct-24
04-Oct-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,501,807
4,491,119
+10,688
+406,597
FV
6,286,719
6,289,562
-2,843
-122,777
TY
4,867,693
4,892,352
-24,659
-1,613,147
UXY
2,211,115
2,201,915
+9,200
+834,863
US
1,759,718
1,765,686
-5,968
-799,297
WN
1,707,975
1,717,127
-9,152
-1,912,747
Total
-22,734
-3,206,508
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