September 26, 2024 10:44 GMT
US TSY FUTURES: OI Points To Mix Of Short Setting & Long Cover On Wednesday
US TSY FUTURES
Yesterday’s move lower in Tsy futures & preliminary OI data points to a mix of short setting and long cover.
- The only notable DV01 equivalent swing came via long cover in US futures.
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25-Sep-24
24-Sep-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,472,935
4,472,894
+41
+1,601
FV
6,430,514
6,425,189
+5,325
+235,393
TY
4,933,762
4,941,618
-7,856
-526,597
UXY
2,116,243
2,121,927
-5,684
-529,353
US
1,741,162
1,755,496
-14,334
-1,983,615
WN
1,704,023
1,700,030
+3,993
+871,387
Total
-18,515
-1,931,185
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