November 22, 2024 11:48 GMT
STIR: OI Points To Mix Of Short Setting & Long Cover In SOFR Futures On Thurs
STIR
OI data points to net long cover dominating in the white and red SOFR futures on Thursday, while net short setting seemed to dominate in the greens and blues, as most contracts ticked lower.
- Subsequent moves and drivers, as well as the latest run of Fed pricing, are covered in our recent STIR bullet.
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21-Nov-24
20-Nov-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,259,920
1,265,949
-6,029
Whites
-37,968
SFRZ4
1,284,851
1,307,987
-23,136
Reds
-4,632
SFRH5
1,084,164
1,082,496
+1,668
Greens
+22,446
SFRM5
998,448
1,008,919
-10,471
Blues
+8,430
SFRU5
737,446
734,954
+2,492
SFRZ5
938,584
934,620
+3,964
SFRH6
617,806
621,483
-3,677
SFRM6
617,590
625,001
-7,411
SFRU6
653,914
638,383
+15,531
SFRZ6
645,451
652,012
-6,561
SFRH7
435,905
426,362
+9,543
SFRM7
345,837
341,904
+3,933
SFRU7
273,413
277,206
-3,793
SFRZ7
274,491
268,886
+5,605
SFRH8
210,588
211,152
-564
SFRM8
165,362
158,180
+7,182
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