November 08, 2024 11:34 GMT
STIR: OI Suggests Long Setting Dominated In Front Of SOFR Strip On Thurs
STIR
OI also points to a mix of net long setting and short cover dominating during Thursday’s partial reversal of the Trump trades that took hold on Wednesday.
- Net long setting was very prominent through the reds, with a better mix of the two then seen further out.
- See prior bullet for exact levels surrounding Fed pricing and greater colour on STIRs.
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07-Nov-24
06-Nov-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,270,129
1,264,997
+5,132
Whites
+51,018
SFRZ4
1,180,537
1,181,229
-692
Reds
+74,702
SFRH5
1,038,071
1,004,655
+33,416
Greens
+1,677
SFRM5
934,932
921,770
+13,162
Blues
-2,079
SFRU5
715,843
711,370
+4,473
SFRZ5
962,298
909,989
+52,309
SFRH6
633,263
614,184
+19,079
SFRM6
597,835
598,994
-1,159
SFRU6
528,919
525,664
+3,255
SFRZ6
612,262
618,009
-5,747
SFRH7
391,790
392,921
-1,131
SFRM7
328,119
322,819
+5,300
SFRU7
267,907
267,516
+391
SFRZ7
262,208
261,797
+411
SFRH8
204,113
204,827
-714
SFRM8
155,091
157,258
-2,167
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