December 10, 2024 11:39 GMT
STIR: OI Points To Short Setting Dominating Across The SOFR Strip On Monday
STIR
OI data points to short setting dominating across the SOFR futures strip during yesterday’s downtick, with only isolated, limited pockets of net long cover noted.
- Contracts managed to reverse some of Friday’s contained NFP-driven uptick.
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09-Dec-24
06-Dec-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,227,178
1,229,133
-1,955
Whites
+48,240
SFRZ4
1,340,256
1,304,780
+35,476
Reds
+21,160
SFRH5
1,076,618
1,072,040
+4,578
Greens
+5,305
SFRM5
999,775
989,634
+10,141
Blues
+6,346
SFRU5
823,664
824,651
-987
SFRZ5
932,827
923,595
+9,232
SFRH6
558,873
557,785
+1,088
SFRM6
616,510
604,683
+11,827
SFRU6
634,502
639,320
-4,818
SFRZ6
726,855
712,169
+14,686
SFRH7
416,587
421,308
-4,721
SFRM7
357,593
357,435
+158
SFRU7
291,265
293,615
-2,350
SFRZ7
287,996
286,917
+1,079
SFRH8
206,529
201,122
+5,407
SFRM8
158,216
156,006
+2,210
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