October 15, 2024 10:30 GMT
US TSY FUTURES: Oi Points To Modest Rounds Of Long Cover & Short Setting Monday
US TSY FUTURES
OI points to a modest rounds of net long cover and short setting during yesterday’s sell off (come settlement), although the weakness in oil and Chinese equity markets has since pushed Tsys higher.
- Reaction to comments from Fed Governor Waller pulled futures away from lows into the close on Monday.
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14-Oct-24
11-Oct-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,456,125
4,452,794
+3,331
+125,522
FV
6,238,638
6,250,520
-11,882
-510,217
TY
4,714,615
4,736,096
-21,481
-1,396,794
UXY
2,198,798
2,196,957
+1,841
+166,011
US
1,777,149
1,777,336
-187
-24,851
WN
1,718,461
1,719,987
-1,526
-320,851
Total
-29,904
-1,961,179
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