STIR: Limited Positioning Swings In SOFR futures On Monday
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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06-Jan-25
03-Jan-25
Daily OI Change
Daily OI Change In Packs
SFRZ4
1,126,247
1,121,523
+4,724
Whites
-382
SFRH5
1,131,728
1,129,943
+1,785
Reds
+16,977
SFRM5
1,015,249
1,025,220
-9,971
Greens
+18,327
SFRU5
816,795
813,715
+3,080
Blues
-6,144
SFRZ5
914,521
907,450
+7,071
SFRH6
597,497
591,247
+6,250
SFRM6
654,399
648,683
+5,716
SFRU6
633,019
635,079
-2,060
SFRZ6
735,731
723,428
+12,303
SFRH7
468,580
464,119
+4,461
SFRM7
375,264
376,507
-1,243
SFRU7
278,714
275,908
+2,806
SFRZ7
288,438
292,229
-3,791
SFRH8
226,915
228,187
-1,272
SFRM8
160,954
158,795
+2,159
SFRU8
111,343
114,583
-3,240