October 17, 2024 10:20 GMT
US TSY FUTURES: OI Points To Net Short Cover In Most Contracts On Wednesday
US TSY FUTURES
OI suggests that net short cover was seen in all contracts outside of WN futures during Wednesday’s rally.
- WN futures saw net long setting.
- All of the net OI DV01 equivalent swings were sub-$2mln, extending the run of relatively modest positioning swings.
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16-Oct-24
15-Oct-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,449,306
4,460,989
-11,683
-440,043
FV
6,216,229
6,229,762
-13,533
-581,130
TY
4,695,172
4,700,712
-5,540
-360,757
UXY
2,170,346
2,191,505
-21,159
-1,912,630
US
1,772,592
1,780,432
-7,840
-1,046,513
WN
1,732,941
1,727,248
+5,693
+1,188,076
Total
-54,062
-3,152,996
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