November 12, 2024 11:14 GMT
US TSY FUTURES: Most Contracts Saw Net Short Setting On Monday
US TSY FUTURES
OI data points to net short setting in most contracts during Monday’s holiday-thinned trade, with only apparent long cover in TY futures breaking the wider theme.
- Contract-specific net DV01 equivalent swings were relatively modest on the day.
- Price action centered on the inflationary impact of incoming President Trump's policy preferences.
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11-Nov-24
08-Nov-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,527,719
4,521,779
+5,940
+213,958
FV
6,343,715
6,334,805
+8,910
+371,134
TY
4,566,619
4,570,487
-3,868
-244,391
UXY
2,214,369
2,206,422
+7,947
+696,017
US
1,845,278
1,833,018
+12,260
+1,580,373
WN
1,755,462
1,753,359
+2,103
+421,786
Total
+33,292
+3,038,878
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