------------------------------------- B'mark (CBBT) IG IG Universe +1.4bp ...
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OI data points to net short cover being most prominent through the SOFR greens on Tuesday, before a mix of net long and short setting was seen in the blue pack as the futures strip twist steepened.
| 27-Jan-26 | 26-Jan-26 | Daily OI Change |
| Daily OI Change In Packs |
SFRZ5 | 1,397,557 | 1,398,695 | -1,138 | Whites | -33,770 |
SFRH6 | 1,411,630 | 1,428,813 | -17,183 | Reds | -23,082 |
SFRM6 | 1,378,584 | 1,376,988 | +1,596 | Greens | -6,639 |
SFRU6 | 1,375,214 | 1,392,259 | -17,045 | Blues | +13,036 |
SFRZ6 | 1,388,095 | 1,396,347 | -8,252 |
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SFRH7 | 1,008,425 | 1,025,729 | -17,304 |
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SFRM7 | 824,542 | 832,960 | -8,418 |
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SFRU7 | 802,167 | 791,275 | +10,892 |
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SFRZ7 | 850,326 | 866,528 | -16,202 |
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SFRH8 | 505,575 | 505,026 | +549 |
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SFRM8 | 433,959 | 431,036 | +2,923 |
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SFRU8 | 390,233 | 384,142 | +6,091 |
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SFRZ8 | 381,774 | 376,386 | +5,388 |
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SFRH9 | 215,414 | 209,612 | +5,802 |
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SFRM9 | 203,518 | 202,841 | +677 |
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SFRU9 | 165,636 | 164,467 | +1,169 |
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Would suspect more of a bid in UK Friday into the unofficial EU close.
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