September 10, 2024 10:31 GMT
STIR: OI Points To Mix Of Short & Long Setting In Most SOFR Futures On Monday
STIR
OI data points to short setting dominating through SFRU6 on Monday, while long setting was more prominent beyond that point on the strip.
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09-Sep-24
06-Sep-24
Daily OI Change
Daily OI Change In Packs
SFRM4
1,132,174
1,128,543
+3,631
Whites
+82,098
SFRU4
1,345,291
1,313,132
+32,159
Reds
+18,947
SFRZ4
1,255,216
1,231,325
+23,891
Greens
+11,967
SFRH5
966,788
944,371
+22,417
Blues
+8,148
SFRM5
879,089
873,437
+5,652
SFRU5
713,235
693,870
+19,365
SFRZ5
929,117
944,220
-15,103
SFRH6
638,514
629,481
+9,033
SFRM6
606,295
606,820
-525
SFRU6
546,805
545,218
+1,587
SFRZ6
529,156
527,595
+1,561
SFRH7
319,208
309,864
+9,344
SFRM7
296,368
289,832
+6,536
SFRU7
229,656
226,760
+2,896
SFRZ7
222,639
222,081
+558
SFRH8
169,131
170,973
-1,842
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