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OI Points To Net Long Setting Dominating Through SONIA Blues On Tuesday

STIR

The combination of Tuesday's move higher across SONIA futures and OI data suggests that net long setting provided the dominant positioning factor through the blues, with only very modest pockets of net short cover seen.

06-Feb-2405-Feb-24Daily OI ChangeDaily OI Change In Packs
SFIZ3187,312186,542+770Whites+19,581
SFIH4211,781211,679+102Reds+8,569
SFIM4212,650195,669+16,981Greens+3,108
SFIU4217,714215,986+1,728Blues+2,371
SFIZ4279,382271,333+8,049
SFIH5168,993170,034-1,041
SFIM5130,474128,487+1,987
SFIU598,61099,036-426
SFIZ5122,328121,156+1,172
SFIH685,13985,097+42
SFIM659,16458,889+275
SFIU644,25642,637+1,619
SFIZ648,98447,795+1,189
SFIH737,39737,029+368
SFIM724,12923,646+483
SFIU715,89115,560+331
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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