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STIR: Limited Positioning Swings In SOFR futures On Monday

STIR

OI data suggests that net short setting in the reds and greens provided the most meaningful positioning swing on Monday, with little net OI change in the whites and a bias towards long cover seen in the blues.

  • Net short setting in SFRZ6 provided the most meaningful positioning swing, although positioning movement in individual contracts appeared relatively limited on the day.

 

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OI data suggests that net short setting in the reds and greens provided the most meaningful positioning swing on Monday, with little net OI change in the whites and a bias towards long cover seen in the blues.

  • Net short setting in SFRZ6 provided the most meaningful positioning swing, although positioning movement in individual contracts appeared relatively limited on the day.

 

Keep reading...Show less