January 14, 2025 11:58 GMT
STIR: Short Setting Dominated In Most SOFR Futures On Monday
STIR
OI data suggests short setting dominated through the SOFR greens on Monday, with only limited pockets of net long cover seen in that area of the strip.
- Net long cover then became more prominent in the blues,
- Hawkish adjustments continued in the wake of Friday’s NFP release, with a bid in energy commodities adding further weight.
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13-Jan-25
10-Jan-25
Daily OI Change
Daily OI Change In Packs
SFRZ4
1,087,770
1,098,794
-11,024
Whites
+48,958
SFRH5
1,198,588
1,184,367
+14,221
Reds
+85,777
SFRM5
1,065,028
1,030,324
+34,704
Greens
+32,256
SFRU5
821,991
810,934
+11,057
Blues
-11,195
SFRZ5
1,024,840
994,376
+30,464
SFRH6
670,335
639,796
+30,539
SFRM6
655,656
645,320
+10,336
SFRU6
631,967
617,529
+14,438
SFRZ6
751,998
734,804
+17,194
SFRH7
493,360
483,230
+10,130
SFRM7
401,384
392,266
+9,118
SFRU7
287,516
291,702
-4,186
SFRZ7
269,851
280,884
-11,033
SFRH8
216,396
219,902
-3,506
SFRM8
176,637
173,450
+3,187
SFRU8
105,922
105,765
+157
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