January 28, 2025 11:34 GMT
STIR: Net Short Cover Seen In Most SOFR Futures On Monday
STIR
OI data points to net short cover in most SOFR futures on Monday, as markets reacted to DeepSeek’s AI advances.
- Net long setting was only seemingly seen in a handful of contracts through the blues.
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27-Jan-25
24-Jan-25
Daily OI Change
Daily OI Change In Packs
SFRZ4
1,050,808
1,057,493
-6,685
Whites
-31,512
SFRH5
1,210,779
1,198,189
+12,590
Reds
-74,073
SFRM5
1,035,081
1,038,150
-3,069
Greens
-14,444
SFRU5
751,938
786,286
-34,348
Blues
-13,974
SFRZ5
998,779
1,027,153
-28,374
SFRH6
691,236
689,049
+2,187
SFRM6
645,904
672,660
-26,756
SFRU6
603,134
624,264
-21,130
SFRZ6
712,849
720,952
-8,103
SFRH7
481,562
486,186
-4,624
SFRM7
401,422
399,895
+1,527
SFRU7
289,288
292,532
-3,244
SFRZ7
265,401
277,016
-11,615
SFRH8
212,543
213,396
-853
SFRM8
181,731
183,807
-2,076
SFRU8
116,741
116,171
+570
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