December 03, 2024 11:43 GMT
STIR: OI Points To Net Short Setting In SFRH5-H6 Dominating On Monday
STIR
OI data suggests that net short setting in SFRH5 through SFRH6 provided the most notable positioning swing on the SOFR futures strip on Monday.
- There was a modest bias towards net long cover further out the strip.
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02-Dec-24
29-Nov-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,264,034
1,264,240
-206
Whites
+21,919
SFRZ4
1,321,139
1,327,797
-6,658
Reds
+50,083
SFRH5
1,064,478
1,038,166
+26,312
Greens
-5,674
SFRM5
982,939
980,468
+2,471
Blues
-4,484
SFRU5
801,344
791,033
+10,311
SFRZ5
950,076
914,074
+36,002
SFRH6
577,859
571,072
+6,787
SFRM6
584,340
587,357
-3,017
SFRU6
631,241
643,677
-12,436
SFRZ6
678,424
675,860
+2,564
SFRH7
410,594
409,422
+1,172
SFRM7
348,533
345,507
+3,026
SFRU7
272,577
274,592
-2,015
SFRZ7
288,950
288,273
+677
SFRH8
205,334
206,116
-782
SFRM8
153,141
155,505
-2,364
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