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OI Points To Relatively Limited Positioning Swings In SONIA Futures On Friday

STIR

The combination of Friday's twist steepening of the SONIA futures strip and OI data points to limited net positioning swings in the whites, greens and blues, in both pack and single contract terms.

  • The reds saw the largest net pack OI swing, with net short setting seemingly seen across all contracts.
16-Feb-2415-Feb-24Daily OI ChangeDaily OI Change In Packs
SFIZ3186,372186,936-564Whites-2,363
SFIH4210,304213,131-2,827Reds+10,157
SFIM4217,082217,812-730Greens+2,499
SFIU4225,549223,791+1,758Blues+2,493
SFIZ4288,326286,713+1,613
SFIH5173,251169,702+3,549
SFIM5142,438140,546+1,892
SFIU5109,635106,532+3,103
SFIZ5129,689129,423+266
SFIH690,19088,263+1,927
SFIM663,56063,341+219
SFIU642,52742,440+87
SFIZ650,32249,471+851
SFIH739,19738,140+1,057
SFIM728,99728,977+20
SFIU718,52317,958+565
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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