December 16, 2024 12:07 GMT
STIR: OI Points To Notable Swings In SFRZ4 & Z5 Positioning On Friday
STIR
OI points to sizeable long cover in SFRZ4 futures ahead of the weekend.
- Elsewhere, net exposure in SFRZ5 was added to, although that was seemingly owing to a 40K flattener block in the SFRH5/Z5 spread.
- Net long cover was slightly more prominent in the greens and blues.
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13-Dec-24
12-Dec-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,217,337
1,217,514
-177
Whites
-164,389
SFRZ4
1,267,808
1,429,507
-161,699
Reds
+44,917
SFRH5
1,104,853
1,106,435
-1,582
Greens
-10,602
SFRM5
1,007,978
1,008,909
-931
Blues
-10,282
SFRU5
813,478
813,614
-136
SFRZ5
1,021,823
972,814
+49,009
SFRH6
575,305
578,929
-3,624
SFRM6
632,625
632,957
-332
SFRU6
626,919
631,756
-4,837
SFRZ6
714,743
711,610
+3,133
SFRH7
413,152
419,111
-5,959
SFRM7
362,361
365,300
-2,939
SFRU7
275,563
277,053
-1,490
SFRZ7
282,890
291,169
-8,279
SFRH8
204,922
204,602
+320
SFRM8
156,598
157,431
-833
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