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Shorts Trimmed & Longs Added Through SOFR Greens On Friday

STIR

Friday’s OI data indicated short trimming in SFRU3, while the remainder of the white pack saw longs added, with the impact of the softer than expected NFP release outweighing the downtick in the unemployment rate and uptick in the AHE metric at the front end of the strip. Similar short cover/long adding was seen through the greens.

07-Jul-2306-Jul-23Daily OI ChangeDaily OI Change In Packs
SFRU31,093,1461,106,747-13,601Whites+32,636
SFRZ31,206,7311,187,893+18,838Reds+12,752
SFRH4754,275749,664+4,611Greens+32,907
SFRM4730,351707,563+22,788Blues-3,346
SFRU4740,480735,544+4,936
SFRZ4725,691732,297-6,606
SFRH5527,090522,145+4,945
SFRM5480,877471,400+9,477
SFRU5416,736406,582+10,154
SFRZ5331,365319,743+11,622
SFRH6230,477224,650+5,827
SFRM6172,441167,137+5,304
SFRU6142,058144,681-2,623
SFRZ6165,358167,035-1,677
SFRH7110,714109,111+1,603
SFRM7112,958113,607-649
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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