Find more articles and bullets on these widgets:
The combination of Friday's post-payrolls hawkish repricing and preliminary open interest data points to a mix of net short setting and long cover across the SOFR strip ahead of the weekend.
07-Jun-24 | 06-Jun-24 | Daily OI Change | Daily OI Change In Packs | ||
SFRH4 | 903,546 | 905,972 | -2,426 | Whites | +17,260 |
SFRM4 | 1,357,737 | 1,349,739 | +7,998 | Reds | -17,537 |
SFRU4 | 1,202,797 | 1,168,343 | +34,454 | Greens | +1,499 |
SFRZ4 | 1,105,001 | 1,127,767 | -22,766 | Blues | +2,496 |
SFRH5 | 808,268 | 806,901 | +1,367 | ||
SFRM5 | 794,592 | 804,549 | -9,957 | ||
SFRU5 | 742,970 | 743,273 | -303 | ||
SFRZ5 | 809,361 | 818,005 | -8,644 | ||
SFRH6 | 560,388 | 563,233 | -2,845 | ||
SFRM6 | 504,456 | 500,300 | +4,156 | ||
SFRU6 | 414,526 | 405,187 | +9,339 | ||
SFRZ6 | 386,284 | 395,435 | -9,151 | ||
SFRH7 | 257,395 | 249,478 | +7,917 | ||
SFRM7 | 193,888 | 194,740 | -852 | ||
SFRU7 | 160,187 | 159,452 | +735 | ||
SFRZ7 | 163,435 | 168,739 | -5,304 |