OI data points to a mix of net long (greens & blues) and short (whites & reds) setting dominating across the SOFR futures strip on Thursday, with only 4 rounds of net cover detected through the blues.
| 31-Jul-25 | 30-Jul-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRM5 | 1,264,162 | 1,255,816 | +8,346 | Whites | +69,722 |
SFRU5 | 1,327,485 | 1,291,339 | +36,146 | Reds | +48,867 |
SFRZ5 | 1,326,273 | 1,342,563 | -16,290 | Greens | +45,513 |
SFRH6 | 1,091,519 | 1,049,999 | +41,520 | Blues | +2,819 |
SFRM6 | 894,208 | 862,852 | +31,356 |
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SFRU6 | 847,985 | 835,151 | +12,834 |
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SFRZ6 | 925,329 | 932,881 | -7,552 |
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SFRH7 | 723,222 | 710,993 | +12,229 |
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SFRM7 | 710,806 | 692,888 | +17,918 |
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SFRU7 | 532,979 | 516,894 | +16,085 |
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SFRZ7 | 476,762 | 462,754 | +14,008 |
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SFRH8 | 330,044 | 332,542 | -2,498 |
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SFRM8 | 250,177 | 248,494 | +1,683 |
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SFRU8 | 201,107 | 199,537 | +1,570 |
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SFRZ8 | 206,749 | 207,355 | -606 |
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SFRH9 | 145,091 | 144,919 | +172 |
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