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OI data points to net short setting dominating in 7 of the front 8 SOFR futures on Friday, before positioning swings became a little more balanced between net short setting and long cover further out the strip
| 06-Jun-25 | 05-Jun-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRH5 | 1,067,105 | 1,069,487 | -2,382 | Whites | +65,171 |
SFRM5 | 1,421,510 | 1,407,171 | +14,339 | Reds | +101,133 |
SFRU5 | 1,149,871 | 1,129,921 | +19,950 | Greens | -11,917 |
SFRZ5 | 1,136,580 | 1,103,316 | +33,264 | Blues | +8,866 |
SFRH6 | 836,398 | 805,850 | +30,548 |
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SFRM6 | 830,572 | 793,531 | +37,041 |
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SFRU6 | 748,572 | 726,496 | +22,076 |
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SFRZ6 | 862,184 | 850,716 | +11,468 |
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SFRH7 | 679,168 | 681,005 | -1,837 |
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SFRM7 | 587,139 | 592,542 | -5,403 |
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SFRU7 | 417,480 | 414,504 | +2,976 |
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SFRZ7 | 408,007 | 415,660 | -7,653 |
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SFRH8 | 300,789 | 293,564 | +7,225 |
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SFRM8 | 215,815 | 220,211 | -4,396 |
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SFRU8 | 169,642 | 164,931 | +4,711 |
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SFRZ8 | 172,287 | 170,961 | +1,326 |
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Source: MNI - Market News/Bloomberg Finance L.P.