November 06, 2024 11:12 GMT
Mix Of Long Cover And Long Setting Dominated In SOFR Futures Tuesday
STIR
Cover also dominated across much of the SOFR strip on Tuesday, with net long cover prominent through the greens.
- Net long setting then seemed to provide the most meaningful move in the blues.
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05-Nov-24
04-Nov-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,262,931
1,269,581
-6,650
Whites
-22,772
SFRZ4
1,148,880
1,156,108
-7,228
Reds
-9,740
SFRH5
1,008,674
1,021,147
-12,473
Greens
-19,006
SFRM5
886,611
883,032
+3,579
Blues
+3,967
SFRU5
704,680
702,899
+1,781
SFRZ5
840,502
849,028
-8,526
SFRH6
596,783
601,417
-4,634
SFRM6
579,690
578,051
+1,639
SFRU6
526,370
530,359
-3,989
SFRZ6
610,333
625,105
-14,772
SFRH7
396,107
392,579
+3,528
SFRM7
331,237
335,010
-3,773
SFRU7
273,321
273,672
-351
SFRZ7
259,578
257,536
+2,042
SFRH8
201,926
198,611
+3,315
SFRM8
157,293
158,332
-1,039
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