December 03, 2024 11:34 GMT
US TSY FUTURES: OI Points To Mix Of Long Cover & Long Setting On Monday
US TSY FUTURES
OI data points to a mix of net long cover through UXY futures and net long setting in US & WN futures on Monday, as the curve twist flattened.
- The net long setting further out the curve provided the largest DV01 equivalent swing in positioning.
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02-Dec-24
29-Nov-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,216,163
4,220,917
-4,754
-188,734
FV
6,078,524
6,122,916
-44,392
-1,925,049
TY
4,483,428
4,517,078
-33,650
-2,245,832
UXY
2,161,353
2,164,255
-2,902
-265,187
US
1,842,529
1,816,294
+26,235
+3,493,463
WN
1,739,400
1,726,095
+13,305
+2,753,326
Total
-46,158
+1,621,986
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