September 12, 2024 10:02 GMT
US TSY FUTURES: OI Points To Mix Of Short Setting & Long Cover On Wednesday
US TSY FUTURES
Preliminary OI data points to short setting dominating in Tsy futures on Wednesday, with pockets of long cover (FV & WN) also noted.
- In line to slightly firmer-than-expected U.S. CPI data, along with a recovery rally in both equities and oil, provided most of the pressure.
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10-Sep-24
09-Sep-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,339,267
4,310,811
+28,456
+1,129,502
FV
6,356,393
6,356,550
-157
-7,009
TY
4,775,203
4,729,408
+45,795
+3,099,213
UXY
2,105,853
2,093,642
+12,211
+1,150,943
US
1,725,680
1,711,998
+13,682
+1,932,073
WN
1,689,810
1,701,402
-11,592
-2,611,338
Total
+88,395
+4,693,384
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