November 05, 2024 11:50 GMT
STIR: Long Setting & Short Cover Seen In SOFR Futures On Monday
STIR
OI data points to short cover and long setting through SOFR futures on Monday, with the most concentrated adjustments coming via net long setting further our the strip.
|
04-Nov-24
01-Nov-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,269,588
1,267,346
+2,242
Whites
-19,406
SFRZ4
1,156,149
1,153,591
+2,558
Reds
+2,867
SFRH5
1,021,165
1,033,285
-12,120
Greens
+24,451
SFRM5
883,032
895,118
-12,086
Blues
+19,556
SFRU5
703,253
702,709
+544
SFRZ5
849,039
845,872
+3,167
SFRH6
601,417
597,448
+3,969
SFRM6
578,051
582,864
-4,813
SFRU6
530,713
525,992
+4,721
SFRZ6
625,931
630,319
-4,388
SFRH7
396,155
387,229
+8,926
SFRM7
336,544
321,352
+15,192
SFRU7
273,679
266,218
+7,461
SFRZ7
257,548
247,536
+10,012
SFRH8
198,629
197,425
+1,204
SFRM8
158,368
157,489
+879
Keep reading...Show less
47 words