October 23, 2024 09:44 GMT
US TSY FUTURES: OI Points To Mix Of Short Setting & Long Cover
US TSY FUTURES
OI points to a mix of net short setting and long cover that roughly offset in DV01 equivalent terms during Tuesday’s sell off, as the recent run of weakness in Tsys extended a little further.
- Increased odds of a second Presidential term for Trump have weighed on Tsys in recent sessions.
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22-Oct-24
21-Oct-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,545,665
4,582,018
-36,353
-1,351,554
FV
6,238,689
6,207,442
+31,247
+1,326,453
TY
4,653,882
4,650,842
+3,040
+194,965
UXY
2,163,032
2,148,962
+14,070
+1,246,940
US
1,761,256
1,768,911
-7,655
-989,263
WN
1,732,401
1,738,091
-5,690
-1,132,493
Total
-1,341
-704,953
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