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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-2416-Sep-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU4,314,4214,328,657-14,236-561,275
FV6,396,3136,440,537-44,224-1,968,415
TY4,898,1524,889,492+8,660+585,472
UXY2,112,2912,120,975-8,684-818,525
US1,757,1111,749,126+7,985+1,137,151
WN1,711,9061,708,870+3,036+685,979
  Total-47,463-939,612
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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-2416-Sep-24Daily OI ChangeOI DV01 Equivalent Change ($)
TU4,314,4214,328,657-14,236-561,275
FV6,396,3136,440,537-44,224-1,968,415
TY4,898,1524,889,492+8,660+585,472
UXY2,112,2912,120,975-8,684-818,525
US1,757,1111,749,126+7,985+1,137,151
WN1,711,9061,708,870+3,036+685,979
  Total-47,463-939,612