September 17, 2024 10:14 GMT
US TSY FUTURES: Long Setting Seen Across Most Of Curve During Monday's Rally
US TSY FUTURES
OI points to long setting dominating during Monday’s rally, as the dovish repricing covering this week’s FOMC extended further.
- Only modest rounds of net short cover in the wings (TU & WN) broke that theme.
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16-Sep-24
13-Sep-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,328,665
4,343,248
-14,583
-576,580
FV
6,440,070
6,426,462
+13,608
+607,590
TY
4,898,727
4,850,898
+47,829
+3,245,956
UXY
2,121,213
2,119,009
+2,204
+208,697
US
1,749,153
1,736,866
+12,287
+1,749,803
WN
1,708,838
1,709,128
-290
-66,290
Total
+61,055
+5,169,176
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