Free Trial

Monday Sees Trimming Of Shorts & Addition Of Longs Through SOFR Blues

STIR

Yesterday’s firming across the SOFR strip, coupled with preliminary OI data, points to the trimming of shorts/addition of longs through the blues, with longs added on net across the white, red, green and blue packs.

10-Jul-2307-Jul-23Daily OI ChangeDaily OI Change In Packs
SFRU31,096,1211,094,617+1,504Whites+16,331
SFRZ31,217,7371,210,572+7,165Reds+12,790
SFRH4761,133753,760+7,373Greens+6,462
SFRM4730,864730,575+289Blues+1,621
SFRU4753,756740,503+13,253
SFRZ4728,861725,691+3,170
SFRH5524,408527,090-2,682
SFRM5479,926480,877-951
SFRU5415,601416,736-1,135
SFRZ5327,314330,161-2,847
SFRH6234,801228,885+5,916
SFRM6176,969172,441+4,528
SFRU6141,009142,058-1,049
SFRZ6163,553165,358-1,805
SFRH7111,992110,714+1,278
SFRM7116,155112,958+3,197
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.