January 10, 2025 11:45 GMT
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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09-Jan-25
08-Jan-25
Daily OI Change
Daily OI Change In Packs
SFRZ4
1,110,888
1,111,284
-396
Whites
+182
SFRH5
1,151,141
1,156,190
-5,049
Reds
+9,465
SFRM5
1,007,427
1,008,001
-574
Greens
-4,890
SFRU5
803,705
797,504
+6,201
Blues
-17,506
SFRZ5
986,652
960,322
+26,330
SFRH6
614,252
609,031
+5,221
SFRM6
629,725
642,489
-12,764
SFRU6
619,761
629,083
-9,322
SFRZ6
715,683
714,459
+1,224
SFRH7
483,116
482,276
+840
SFRM7
390,316
389,434
+882
SFRU7
290,549
298,385
-7,836
SFRZ7
282,042
294,394
-12,352
SFRH8
220,196
225,732
-5,536
SFRM8
173,308
172,497
+811
SFRU8
106,954
107,383
-429
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