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STIR: OI Data Points To Fresh Position Setting In Most SOFR Futures On Tuesday

STIR

OI points to a mix of net long and short setting across most SOFR futures on Tuesday.

  • The most notable net OI swing came via apparent net short setting in SFRM5, although we would attribute most of this to flattener flow in SFRM5/Z5.

 

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OI points to a mix of net long and short setting across most SOFR futures on Tuesday.

  • The most notable net OI swing came via apparent net short setting in SFRM5, although we would attribute most of this to flattener flow in SFRM5/Z5.

 

Keep reading...Show less