October 16, 2024 09:54 GMT
US TSY FUTURES: OI Suggests Run Of Limited Net Positioning Swings Extends
US TSY FUTURES
OI data points to a mix of net long setting and short cover during Tuesday's rally in Tsy futures, with the only positioning shift of any note coming via apparent net long setting in WN futures (~$1.85mn DV01) equivalent.
- Net positioning adjustments over the last 2-3 sessions have been somewhat modest.
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15-Oct-24
14-Oct-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,461,176
4,455,565
+5,611
+211,339
FV
6,230,828
6,238,867
-8,039
-345,904
TY
4,703,329
4,711,915
-8,586
-560,405
UXY
2,191,793
2,198,698
-6,905
-626,000
US
1,780,513
1,777,134
+3,379
+453,120
WN
1,727,380
1,718,565
+8,815
+1,850,745
Total
-5,725
+982,896
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