US TSY FUTURES: Net Long Setting Dominated During Tuesday's Rally
OI data points to net long setting dominating across much of the curve on Tuesday, only interrupted by a modest round of net short cover in FV futures.
- A net $12.6mln of DV01 equivalent was added across the curve, with TY futures seeing the biggest positioning move, likely aided by feedthrough from strong demand at the 7-Year auction.
| 29-Jul-25 | 28-Jul-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,420,880 | 4,382,663 | +38,217 | +1,413,708 |
FV | 6,937,480 | 6,956,801 | -19,321 | -825,227 |
TY | 4,936,861 | 4,842,034 | +94,827 | +6,235,175 |
UXY | 2,417,573 | 2,412,794 | +4,779 | +416,224 |
US | 1,789,873 | 1,777,293 | +12,580 | +1,747,295 |
WN | 1,951,782 | 1,931,653 | +20,129 | +3,638,690 |
|
| Total | +151,211 | +12,625,865 |
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