January 09, 2025 11:12 GMT
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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08-Jan-25
07-Jan-25
Daily OI Change
Daily OI Change In Packs
SFRZ4
1,111,700
1,120,489
-8,789
Whites
-41,384
SFRH5
1,156,190
1,160,386
-4,196
Reds
+21,564
SFRM5
1,007,651
1,018,339
-10,688
Greens
-4,291
SFRU5
797,504
815,215
-17,711
Blues
-5,794
SFRZ5
960,814
943,953
+16,861
SFRH6
608,000
597,966
+10,034
SFRM6
642,489
651,896
-9,407
SFRU6
629,083
625,007
+4,076
SFRZ6
714,776
735,982
-21,206
SFRH7
483,933
479,861
+4,072
SFRM7
389,434
382,124
+7,310
SFRU7
298,385
292,852
+5,533
SFRZ7
294,394
298,925
-4,531
SFRH8
225,311
225,332
-21
SFRM8
172,497
170,127
+2,370
SFRU8
107,383
110,995
-3,612
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