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STIR: OI Points To Mix Of Long Setting & Short Cover In SOFR Futures On Thursday

STIR

OI data points to a mix of net long setting and short cover during yesterday’s uptick in most SOFR futures.

  • Net long setting across SFRU5, Z5 & H6 presented the most concentrated positioning adjustment, although net short cover then became more prominent beyond that area of the strip.

 

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OI data points to a mix of net long setting and short cover during yesterday’s uptick in most SOFR futures.

  • Net long setting across SFRU5, Z5 & H6 presented the most concentrated positioning adjustment, although net short cover then became more prominent beyond that area of the strip.

 

Keep reading...Show less