December 06, 2024 11:48 GMT
STIR: OI Points To Mix Of Short Setting & Long Cover In SOFR Futures On Thursday
STIR
OI data points to net short setting through 4 of the front 5 SOFR futures on Thursday, before long cover became more prominent further out the strip.
- Updated on Fed pricing run and STIR fundamentals to come shortly.
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05-Dec-24
04-Dec-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,260,057
1,261,305
-1,248
Whites
+20,231
SFRZ4
1,296,257
1,291,934
+4,323
Reds
-11,489
SFRH5
1,068,155
1,064,629
+3,526
Greens
-9,781
SFRM5
986,661
973,031
+13,630
Blues
-1,323
SFRU5
805,361
803,336
+2,025
SFRZ5
922,725
939,683
-16,958
SFRH6
555,083
554,130
+953
SFRM6
599,019
596,528
+2,491
SFRU6
632,506
637,867
-5,361
SFRZ6
693,141
693,799
-658
SFRH7
416,715
418,787
-2,072
SFRM7
352,487
354,177
-1,690
SFRU7
286,526
288,627
-2,101
SFRZ7
288,911
287,292
+1,619
SFRH8
198,380
199,006
-626
SFRM8
153,757
153,972
-215
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