January 08, 2025 10:59 GMT
STIR: Short Setting Seen In Most SOFR Futures On Tuesday
STIR
Short setting dominated in SOFR futures on Tuesday, with only limited pockets of net long cover seen.
- Firmer-than-expected ISM services prices paid & JOLTS jobs data drove yesterday’s hawkish adjustment.
|
07-Jan-25
06-Jan-25
Daily OI Change
Daily OI Change In Packs
SFRZ4
1,120,489
1,126,192
-5,703
Whites
+22,361
SFRH5
1,160,125
1,133,198
+26,927
Reds
+20,147
SFRM5
1,018,139
1,015,412
+2,727
Greens
+32,096
SFRU5
815,205
816,795
-1,590
Blues
+17,780
SFRZ5
944,721
914,521
+30,200
SFRH6
597,955
597,493
+462
SFRM6
651,896
654,399
-2,503
SFRU6
625,007
633,019
-8,012
SFRZ6
736,369
735,731
+638
SFRH7
479,841
469,381
+10,460
SFRM7
382,124
375,264
+6,860
SFRU7
292,852
278,714
+14,138
SFRZ7
298,925
288,438
+10,487
SFRH8
225,383
226,915
-1,532
SFRM8
170,127
160,954
+9,173
SFRU8
110,995
111,343
-348
Keep reading...Show less
48 words