October 11, 2024 10:35 GMT
STIR: OI Suggests Cover Dominated In SOFR Futures On Thursday
STIR
OI suggests that a mix of short and long cover dominated in SOFR futures on Thursday, as markets digested the latest round of CPI data and the continuing geopolitical tension in the Middle East.
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10-Oct-24
09-Oct-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,236,361
1,232,222
+4,139
Whites
-9,411
SFRZ4
1,082,126
1,092,290
-10,164
Reds
-18,951
SFRH5
993,378
989,789
+3,589
Greens
-10,422
SFRM5
851,503
858,478
-6,975
Blues
-12,775
SFRU5
679,474
686,597
-7,123
SFRZ5
932,646
946,334
-13,688
SFRH6
603,522
608,337
-4,815
SFRM6
603,024
596,349
+6,675
SFRU6
551,851
550,252
+1,599
SFRZ6
613,082
624,855
-11,773
SFRH7
365,529
361,929
+3,600
SFRM7
301,887
305,735
-3,848
SFRU7
250,117
258,988
-8,871
SFRZ7
254,692
252,606
+2,086
SFRH8
182,108
187,570
-5,462
SFRM8
156,326
156,854
-528
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