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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Aussie 3-yr futures are trading off recent lows. A resumption of gains from here would further narrow the gap with resistance at 96.730, the Sep 17 ‘24 high, leaving 96.860 as the next key level. Any continuation lower would instead strengthen a bearish threat. This would refocus attention on 95.760, the 14 Nov ‘24 low. Conversely, a reversal higher would open 96.860, the Apr 7 high.
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