November 18, 2024 11:34 GMT
US TSY FUTURES: OI Points To Modest Long Cover In Most contracts On Friday
US TSY FUTURES
OI data points to relatively modest net long cover in most contracts on Friday, with the only exception to that theme coming via apparent net short setting in FV futures.
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15-Nov-24
14-Nov-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,519,294
4,539,792
-20,498
-729,986
FV
6,409,189
6,363,895
+45,294
+1,868,955
TY
4,538,842
4,541,660
-2,818
-181,860
UXY
2,202,677
2,204,762
-2,085
-179,723
US
1,852,397
1,857,838
-5,441
-684,356
WN
1,744,151
1,752,702
-8,551
-1,670,229
Total
+5,901
-1,577,199
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