September 18, 2024 10:38 GMT
US TSY FUTURES: Mix Of Short Setting & Long Cover During Tuesday's Sell Off
US TSY FUTURES
OI data points to a mix of short setting and long cover in the wake of yesterday’s retail sales data.
- DV01 equivalent positioning barely moved in curve-wide terms.
17-Sep-24 | 16-Sep-24 | Daily OI Change | OI DV01 Equivalent Change ($) | |
TU | 4,314,421 | 4,328,657 | -14,236 | -561,275 |
FV | 6,396,313 | 6,440,537 | -44,224 | -1,968,415 |
TY | 4,898,152 | 4,889,492 | +8,660 | +585,472 |
UXY | 2,112,291 | 2,120,975 | -8,684 | -818,525 |
US | 1,757,111 | 1,749,126 | +7,985 | +1,137,151 |
WN | 1,711,906 | 1,708,870 | +3,036 | +685,979 |
Total | -47,463 | -939,612 |
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