US TSY FUTURES: Cover Dominated On Friday
Feb-09 11:40
OI data points to cover dominating as the curve twist flattened on Friday, with net long cover across TU, FV & TY futures outweighing net short cover in UXY and WN futures.
- Modest net long setting was seen in US futures.
- Overall curve-wide net exposure was reduced by nearly $8mln DV01.
| 06-Feb-26 | 05-Feb-26 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,687,640 | 4,761,007 | -73,367 | -2,703,039 |
FV | 6,893,074 | 6,924,501 | -31,427 | -1,345,371 |
TY | 5,437,918 | 5,462,012 | -24,094 | -1,581,159 |
UXY | 2,545,035 | 2,565,226 | -20,191 | -1,792,702 |
US | 1,723,901 | 1,720,252 | +3,649 | +500,969 |
WN | 2,175,643 | 2,181,205 | -5,562 | -1,011,208 |
|
| Total | -150,992 | -7,932,511 |
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