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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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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.

 

Keep reading...Show less