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STIR: OI Points To Mix Of Positioning Swings In SOFR Futures On Wednesday

STIR

OI data indicates that short cover dominated in SFRM5 & U5 futures on Wednesday.

  • Long setting was then more prominent in the reds, before a mix of short and long cover was seen further out the strip.

 

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OI data indicates that short cover dominated in SFRM5 & U5 futures on Wednesday.

  • Long setting was then more prominent in the reds, before a mix of short and long cover was seen further out the strip.

 

Keep reading...Show less