Free Trial

Mixed SOFR Positioning Swings On Tuesday

STIR

The combination of yesterday’s cheapening through the SOFR blues and preliminary open interest data point to a mix of fresh short setting and long cover in net terms, with the latter dominating in the whites and reds, while the greens were titled towards short setting and net positioning was fairly neutral in blues.

10-Oct-2309-Oct-23Daily OI ChangeDaily OI Change In Packs
SFRU3973,269983,209-9,940Whites-11,937
SFRZ31,425,3471,419,697+5,650Reds-8,654
SFRH4970,527968,177+2,350Greens+11,323
SFRM4915,484925,481-9,997Blues+668
SFRU4825,408830,164-4,756
SFRZ4923,759918,263+5,496
SFRH5538,974542,921-3,947
SFRM5575,594581,041-5,447
SFRU5490,272492,163-1,891
SFRZ5486,721478,596+8,125
SFRH6310,309307,880+2,429
SFRM6290,155287,495+2,660
SFRU6225,507224,273+1,234
SFRZ6187,598187,877-279
SFRH7123,863125,694-1,831
SFRM7138,848137,304+1,544
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.