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STIR: Mix Of Long & Short Setting Most Prominent In SOFR Futures Following CPI

STIR

OI points to net long setting dominating through SFRZ6 on Wednesday, albeit with pockets of net short cover also seen.

  • Net short setting then seemed to dominate further out, with the strip twist steepening in the wake of the CPI data.

 

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OI points to net long setting dominating through SFRZ6 on Wednesday, albeit with pockets of net short cover also seen.

  • Net short setting then seemed to dominate further out, with the strip twist steepening in the wake of the CPI data.

 

Keep reading...Show less