November 12, 2024 11:31 GMT
STIR: Mix Of Short Setting & Long Cover Seen In SOFR Futures On Monday
STIR
OI data points to a mix of short setting and long cover in SOFR futures on Monday, as the inflationary impact of Trump’s policy preferences pushed futures lower.
- Short setting dominated in the front 5 contracts, although apparent long cover in SFRZ5 provided the largest net OI swing on the day.
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11-Nov-24
08-Nov-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,268,974
1,268,816
+158
Whites
+20,698
SFRZ4
1,201,829
1,192,594
+9,235
Reds
-13,101
SFRH5
1,068,906
1,062,610
+6,296
Greens
-538
SFRM5
952,519
947,510
+5,009
Blues
+2,245
SFRU5
718,067
713,883
+4,184
SFRZ5
944,056
961,298
-17,242
SFRH6
629,897
630,329
-432
SFRM6
604,846
604,457
+389
SFRU6
538,502
537,888
+614
SFRZ6
621,744
620,918
+826
SFRH7
392,102
392,833
-731
SFRM7
326,667
327,914
-1,247
SFRU7
267,693
268,674
-981
SFRZ7
267,193
264,164
+3,029
SFRH8
204,389
204,298
+91
SFRM8
153,598
153,492
+106
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