December 05, 2024 11:15 GMT
STIR: Net Short Cover Seen In Front End Of SOFR Strip On Wednesday
STIR
OI data points to net short cover through the front 8 SOFR futures during Wednesday’s rally.
- Beyond there saw a mix of net long setting and short cover.
- Upcoming bullet will provide greater colour on STIR markets, including the latest Fed pricing run.
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04-Dec-24
03-Dec-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,261,305
1,262,805
-1,500
Whites
-27,690
SFRZ4
1,291,363
1,298,572
-7,209
Reds
-28,682
SFRH5
1,064,935
1,075,775
-10,840
Greens
+2,524
SFRM5
973,031
981,172
-8,141
Blues
-8,708
SFRU5
803,336
811,886
-8,550
SFRZ5
939,483
946,524
-7,041
SFRH6
554,130
566,063
-11,933
SFRM6
596,528
597,686
-1,158
SFRU6
637,867
634,923
+2,944
SFRZ6
694,541
691,795
+2,746
SFRH7
418,787
422,758
-3,971
SFRM7
354,208
353,403
+805
SFRU7
288,627
285,897
+2,730
SFRZ7
287,292
291,399
-4,107
SFRH8
199,006
205,094
-6,088
SFRM8
153,972
155,215
-1,243
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