November 05, 2024 11:29 GMT
US TSY FUTURES: Long Setting In WN Futures Dominated On Monday
US TSY FUTURES
OI data points to net long setting across most contracts during yesterday’s rally, with modest net short cover in UXY futures providing the only exception to the broader trend.
- The only meaningful net DV01 equivalent adjustment came in WN futures, as the final rounds of pre-election positioning took hold.
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04-Nov-24
01-Nov-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,442,437
4,424,482
+17,955
+653,621
FV
6,237,178
6,218,377
+18,801
+787,530
TY
4,592,173
4,580,206
+11,967
+758,421
UXY
2,187,703
2,195,845
-8,142
-714,633
US
1,834,569
1,834,471
+98
+12,623
WN
1,747,503
1,727,578
+19,925
+3,988,859
Total
+60,604
+5,486,420
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