November 07, 2024 11:04 GMT
STIR: OI Suggests Net Short Setting Dominated In SOFR Futures On Wednesday
STIR
OI also suggests that net short setting dominated on the SOFR strip on Wednesday, as the pricing of Fed rate cuts eased in the wake of the election.
- Only limited, isolated pockets of net long cover were seen through the blues.
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06-Nov-24
05-Nov-24
Daily OI Change
Daily OI Change In Packs
SFRU4
1,263,265
1,261,486
+1,779
Whites
+54,915
SFRZ4
1,176,992
1,148,917
+28,075
Reds
+117,740
SFRH5
1,000,525
1,008,674
-8,149
Greens
+12,629
SFRM5
919,820
886,610
+33,210
Blues
+6,960
SFRU5
706,556
704,347
+2,209
SFRZ5
918,110
839,502
+78,608
SFRH6
613,890
596,783
+17,107
SFRM6
599,506
579,690
+19,816
SFRU6
525,753
526,016
-263
SFRZ6
619,311
608,733
+10,578
SFRH7
395,759
392,416
+3,343
SFRM7
327,643
328,672
-1,029
SFRU7
273,125
273,307
-182
SFRZ7
261,374
258,721
+2,653
SFRH8
206,155
201,899
+4,256
SFRM8
157,490
157,257
+233
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