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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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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.

 

Keep reading...Show less