INDIA: Consumer Prices Rise 0.25% Y/Y in Oct, All-Time Low for Series
- "INDIA OCT. CONSUMER PRICES RISE 0.25% Y/Y; EST. +0.40%" - BBG
- "INDIA OCT. CPI FOOD PRICES FALL 5.02% Y/Y"
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SOFR: Long Setting & Short Cover Seen In Futures On Friday
OI data points to net long setting dominating in the whites, reds and blues, while net short cover was more prominent in the greens as the SOFR futures strip bull flattened on Friday in reaction to the increase of Sino-U.S. trade tensions.
| 10-Oct-25 | 09-Oct-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRU5 | 1,430,329 | 1,424,311 | +6,018 | Whites | +8,794 |
SFRZ5 | 1,531,713 | 1,531,691 | +22 | Reds | +37,014 |
SFRH6 | 1,172,773 | 1,187,832 | -15,059 | Greens | -4,770 |
SFRM6 | 1,033,596 | 1,015,783 | +17,813 | Blues | +10,430 |
SFRU6 | 1,008,351 | 990,203 | +18,148 |
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SFRZ6 | 1,018,275 | 1,004,947 | +13,328 |
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SFRH7 | 806,967 | 791,555 | +15,412 |
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SFRM7 | 776,549 | 786,423 | -9,874 |
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SFRU7 | 678,414 | 678,380 | +34 |
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SFRZ7 | 746,480 | 759,000 | -12,520 |
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SFRH8 | 432,431 | 433,217 | -786 |
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SFRM8 | 374,639 | 366,137 | +8,502 |
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SFRU8 | 301,608 | 298,323 | +3,285 |
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SFRZ8 | 333,395 | 331,185 | +2,210 |
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SFRH9 | 194,386 | 191,742 | +2,644 |
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SFRM9 | 171,839 | 169,548 | +2,291 |
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EURIBOR OPTIONS: Midcurve outright Call buyer
2RZ5 98.00c, bought for 4.5 in 13k total.
US TSY FUTURES: Net Long Setting Further Out The Curve Dominated On Friday
OI data points to a mix of net long setting (TU, TY, US & WN) & short cover (FV & UXY) as Tsy futures bull flattened on Friday.
- The net long setting in US & WN futures tilted the curve-wide positioning bias in that direction.
| 10-Oct-25 | 09-Oct-25 | Daily OI Change | OI DV01 Equivalent Change ($) |
TU | 4,608,833 | 4,588,576 | +20,257 | +791,916 |
FV | 6,738,869 | 6,763,480 | -24,611 | -1,076,876 |
TY | 5,393,544 | 5,388,428 | +5,116 | +347,166 |
UXY | 2,451,982 | 2,457,634 | -5,652 | -514,160 |
US | 1,919,327 | 1,908,839 | +10,488 | +1,358,314 |
WN | 2,062,865 | 2,044,211 | +18,654 | +3,557,670 |
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| Total | +24,252 | +4,464,031 |
