February 12, 2025 11:20 GMT
STIR: Short Setting Seen In Most SOFR Futures On Tuesday
STIR
OI data suggests that net short setting was seen in most SOFR futures during yesterday’s downtick, with the only notable exception coming via apparent net long cover in SFRH5.
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11-Feb-25
10-Feb-25
Daily OI Change
Daily OI Change In Packs
SFRZ4
1,023,611
1,026,203
-2,592
Whites
+5,945
SFRH5
1,191,152
1,212,157
-21,005
Reds
+44,977
SFRM5
1,086,920
1,079,888
+7,032
Greens
+41,120
SFRU5
817,360
794,850
+22,510
Blues
+15,563
SFRZ5
1,002,603
987,000
+15,603
SFRH6
682,250
668,867
+13,383
SFRM6
652,168
643,269
+8,899
SFRU6
601,683
594,591
+7,092
SFRZ6
731,879
698,826
+33,053
SFRH7
470,945
472,683
-1,738
SFRM7
436,496
427,493
+9,003
SFRU7
289,507
288,705
+802
SFRZ7
304,234
293,677
+10,557
SFRH8
220,655
218,741
+1,914
SFRM8
185,686
183,654
+2,032
SFRU8
120,027
118,967
+1,060
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