October 09, 2024 10:21 GMT
US TSY FUTURES: OI Points To Long Cover In TY Futures On Tuesday
US TSY FUTURES
OI data points to relatively modest adjustments in positioning for most Tsy futures on Tuesday, with the only notable positioning swing coming via apparent long cover in TY futures.
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08-Oct-24
07-Oct-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,447,221
4,469,488
-22,267
-845,947
FV
6,264,102
6,283,957
-19,855
-856,810
TY
4,825,153
4,867,835
-42,682
-2,789,706
UXY
2,211,378
2,209,698
+1,680
+152,390
US
1,763,102
1,760,904
+2,198
+294,343
WN
1,707,343
1,707,693
-350
-74,449
Total
-81,276
-4,120,179
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