November 07, 2024 10:44 GMT
US TSY FUTURES: Net Short Setting Dominated Weds As Markets Prepped For Trump
US TSY FUTURES
OI points to net short setting across much of the curve on Wednesday, as markets reacted to the election result. The only round of apparent net long cover came in WN futures.
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06-Nov-24
05-Nov-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,435,424
4,395,233
+40,191
+1,456,531
FV
6,327,029
6,247,448
+79,581
+3,314,978
TY
4,606,545
4,544,999
+61,546
+3,998,716
UXY
2,203,160
2,180,449
+22,711
+1,969,291
US
1,860,335
1,832,970
+27,365
+3,461,460
WN
1,733,354
1,743,063
-9,709
-1,884,895
Total
+221,685
+12,316,081
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