December 18, 2024 11:32 GMT
STIR: SFRZ4 Positioning Swings Continue To Dominate
STIR
OI data suggests that fresh net short positioning was set in SFRZ4 on Tuesday, building on the theme from Monday (Friday saw OI in the contract tumble alongside the expiration of December ’24 options).
- A mix of net long and short cover was then seen across most of the remainder of the strip.
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17-Dec-24
16-Dec-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,225,696
1,223,971
+1,725
Whites
+48,274
SFRZ4
1,298,692
1,255,422
+43,270
Reds
-1,943
SFRH5
1,100,584
1,097,131
+3,453
Greens
-5,266
SFRM5
1,016,344
1,016,518
-174
Blues
-27,886
SFRU5
821,571
812,652
+8,919
SFRZ5
929,913
936,967
-7,054
SFRH6
564,452
566,631
-2,179
SFRM6
632,086
633,715
-1,629
SFRU6
623,668
621,407
+2,261
SFRZ6
709,624
715,174
-5,550
SFRH7
423,232
418,616
+4,616
SFRM7
353,457
360,050
-6,593
SFRU7
279,820
274,751
+5,069
SFRZ7
280,348
308,646
-28,298
SFRH8
207,484
210,710
-3,226
SFRM8
156,711
158,142
-1,431
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