November 27, 2024 11:38 GMT
STIR: Fresh Positions Set In Most SOFR Futures On Tuesday
STIR
OI points to a mix of net long setting and short cover in most SOFR futures on Tuesday, with a clear bias to the former.
- The only meaningful exception came via apparent short setting in SFRZ4.
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26-Nov-24
25-Nov-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,260,737
1,259,584
+1,153
Whites
+32,555
SFRZ4
1,347,329
1,300,573
+46,756
Reds
+60,096
SFRH5
1,045,743
1,072,391
-26,648
Greens
+23,465
SFRM5
1,006,191
994,897
+11,294
Blues
+4,668
SFRU5
794,273
780,076
+14,197
SFRZ5
958,028
921,633
+36,395
SFRH6
585,773
584,218
+1,555
SFRM6
608,580
600,631
+7,949
SFRU6
653,477
646,140
+7,337
SFRZ6
651,697
638,309
+13,388
SFRH7
414,116
411,104
+3,012
SFRM7
346,225
346,497
-272
SFRU7
274,086
272,845
+1,241
SFRZ7
281,136
275,394
+5,742
SFRH8
211,551
209,080
+2,471
SFRM8
157,861
162,647
-4,786
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