September 20, 2024 10:41 GMT
US TSY FUTURES: Mix Of Short Setting & Long Cover On Thusday
US TSY FUTURES
OI points to a mix of short setting and long cover on Thursday, with the most notable OI equivalent swings coming in the wings of the curve.
- Those positioning moves broadly offset in curve-wide terms, leaving net OI little changed on the day, with a slight bias towards short setting.
|
19-Sep-24
18-Sep-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,366,046
4,280,664
+85,382
+3,349,564
FV
6,392,214
6,388,578
+3,636
+161,191
TY
4,907,457
4,914,180
-6,723
-452,148
UXY
2,134,118
2,141,398
-7,280
-681,726
US
1,761,852
1,754,069
+7,783
+1,087,743
WN
1,701,940
1,714,172
-12,232
-2,715,722
Total
+70,566
+748,903
Keep reading...Show less
58 words