I don't know whether the bond is European debt or American debt. American bonds are usually in the same direction as US dollars, or in other words, when US debt rises, more US dollars are needed to buy US debt futures. Therefore, dollar futures tend to rise. When U.S. debt fell, traders left their long positions in bond futures, which led to an increase in dollar supply and suppressed dollar futures.

Of course, nothing is absolute, and the current market situation is roughly like this.

You can use the current relationship for overnight arbitrage, because personal preferences and position habits are different, and the general direction is like this. You can grasp the proportion of positions. If the long position of US dollar futures is held as a short position only from the perspective of arbitrage or lock-in cost, the risk exposure position can be operated according to its own habits.