November 14, 2024 10:58 GMT
US TSY FUTURES: Modest Short Setting In Long End Seen Wednesday
US TSY FUTURES
OI points to a mix of net long setting, short cover, long cover and short setting during Wednesday's twist steepening, with modest net short setting in US & WN futures providing the only real theme of note.
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13-Nov-24
12-Nov-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,553,984
4,578,023
-24,039
-861,345
FV
6,376,127
6,336,980
+39,147
+1,619,110
TY
4,532,050
4,533,832
-1,782
-115,144
UXY
2,193,994
2,208,943
-14,949
-1,289,518
US
1,863,594
1,859,187
+4,407
+555,229
WN
1,763,782
1,754,267
+9,515
+1,866,198
Total
+12,299
+1,774,530
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