January 06, 2025 11:49 GMT
STIR: OI Points To Short Setting In Most SOFR Futures On Friday
STIR
OI data suggests net short setting dominated through the SOFR greens on Friday, with long cover then more prominent in the blues.
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03-Jan-25
02-Jan-25
Daily OI Change
Daily OI Change In Packs
SFRZ4
1,121,523
1,123,852
-2,329
Whites
+26,509
SFRH5
1,128,024
1,106,984
+21,040
Reds
+40,855
SFRM5
1,024,515
1,015,549
+8,966
Greens
+7,985
SFRU5
813,715
814,883
-1,168
Blues
-7,320
SFRZ5
907,468
892,431
+15,037
SFRH6
590,999
574,992
+16,007
SFRM6
648,683
641,261
+7,422
SFRU6
635,079
632,690
+2,389
SFRZ6
723,428
720,463
+2,965
SFRH7
463,226
461,114
+2,112
SFRM7
376,507
377,628
-1,121
SFRU7
275,908
271,879
+4,029
SFRZ7
292,163
297,059
-4,896
SFRH8
228,241
228,109
+132
SFRM8
158,795
160,621
-1,826
SFRU8
114,583
115,313
-730
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