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STIR: Mix Of Long & Short Setting Seen In SOFR Futures On Wendesday

STIR

OI data points to net long setting in the whites during Wednesday’s twist steepening of the SOFR futures strip, with net short setting then dominating further out.

  • See previous STIR bullet for greater colour on recent market moves and the latest run of Fed pricing.

 

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OI data points to net long setting in the whites during Wednesday’s twist steepening of the SOFR futures strip, with net short setting then dominating further out.

  • See previous STIR bullet for greater colour on recent market moves and the latest run of Fed pricing.

 

Keep reading...Show less