January 15, 2025 11:31 GMT
STIR: Mix Of Long Setting & Short Cover In SOFR Futures On Tuesday
STIR
OI data points to a mix of net long setting and short cover during Tuesday’s uptick in SOFR futures.
- The most notable positioning swings came via net long setting in SFRM5 & Z5 and net short cover in SFRH6.
- Net pack positioning swings were more modest than what was seen in recent sessions.
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14-Jan-25
13-Jan-25
Daily OI Change
Daily OI Change In Packs
SFRZ4
1,081,734
1,087,770
-6,036
Whites
+12,175
SFRH5
1,200,828
1,198,583
+2,245
Reds
-11,357
SFRM5
1,075,226
1,065,028
+10,198
Greens
+2,150
SFRU5
827,759
821,991
+5,768
Blues
+8,505
SFRZ5
1,039,818
1,024,840
+14,978
SFRH6
653,378
670,335
-16,957
SFRM6
651,829
655,656
-3,827
SFRU6
626,416
631,967
-5,551
SFRZ6
744,212
751,926
-7,714
SFRH7
495,410
493,360
+2,050
SFRM7
402,650
399,045
+3,605
SFRU7
291,725
287,516
+4,209
SFRZ7
274,471
269,851
+4,620
SFRH8
214,427
216,396
-1,969
SFRM8
178,425
176,340
+2,085
SFRU8
109,691
105,922
+3,769
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