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OI Points To Mixed SONIA Futures Positioning Swings On Tuesday

STIR

The combination of yesterday's price movement and OI data points to the following net positioning swings in SONIA futures:

  • Whites: A mix of net short setting and net short cover.
  • Reds: Net short setting in all contracts.
  • Greens: Net short setting in all contracts.
  • Blues: A mix of net short setting and net long cover.
27-Feb-2426-Feb-24Daily OI ChangeDaily OI Change In Packs
SFIZ3188,451188,280+171Whites+572
SFIH4195,285197,431-2,146Reds+8,009
SFIM4250,011247,675+2,336Greens+11,656
SFIU4228,929228,718+211Blues-950
SFIZ4302,567298,071+4,496
SFIH5167,637167,509+128
SFIM5140,324138,696+1,628
SFIU5116,019114,262+1,757
SFIZ5142,836134,626+8,210
SFIH691,28889,500+1,788
SFIM666,44765,550+897
SFIU644,17543,414+761
SFIZ653,85053,036+814
SFIH738,29939,135-836
SFIM727,91429,038-1,124
SFIU719,33519,139+196
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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