November 13, 2024 10:47 GMT
US TSY FUTURES: Short Setting & Long Cover Largely Offset On Tuesday
US TSY FUTURES
OI data points to a mix of net long cover and short setting across the curve on Tuesday, which essentially offset in DV01 equivalent terms.
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12-Nov-24
11-Nov-24
Daily OI Change
OI DV01 Equivalent Change ($)
TU
4,577,878
4,527,766
+50,112
+1,796,066
FV
6,336,775
6,343,778
-7,003
-289,812
TY
4,533,955
4,565,873
-31,918
-2,026,660
UXY
2,205,619
2,214,668
-9,049
-783,975
US
1,859,005
1,844,508
+14,497
+1,843,157
WN
1,754,296
1,755,433
-1,137
-227,291
Total
+15,502
+311,486
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