October 09, 2024 10:26 GMT
STIR: OI Points To Mix Of Long & Short Setting Across Much Of SOFR Strip Tuesday
STIR
OI data points to a mix of short & long setting as the SOFR strip twist steepened on Tuesday, with only limited, isolated pockets of cover noted.
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08-Oct-24
07-Oct-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,258,723
1,268,282
-9,559
Whites
+16,416
SFRZ4
1,109,615
1,109,063
+552
Reds
+30,805
SFRH5
1,019,907
997,857
+22,050
Greens
+10,851
SFRM5
857,500
854,127
+3,373
Blues
+17,850
SFRU5
688,558
680,586
+7,972
SFRZ5
961,013
950,050
+10,963
SFRH6
609,490
598,154
+11,336
SFRM6
608,935
608,401
+534
SFRU6
560,717
551,728
+8,989
SFRZ6
616,372
620,512
-4,140
SFRH7
367,374
361,379
+5,995
SFRM7
306,261
306,254
+7
SFRU7
266,424
256,365
+10,059
SFRZ7
252,729
247,221
+5,508
SFRH8
191,140
190,314
+826
SFRM8
160,809
159,352
+1,457
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