OI data points to a mix of net long setting and short cover through most SOFR futures on Tuesday, with the former dominating in pack terms through the reds.
| 24-Jun-25 | 23-Jun-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRM5 | 1,297,037 | 1,293,133 | +3,904 | Whites | +12,281 |
SFRU5 | 1,138,586 | 1,146,262 | -7,676 | Reds | +39,217 |
SFRZ5 | 1,266,894 | 1,274,706 | -7,812 | Greens | +4,238 |
SFRH6 | 1,007,592 | 983,727 | +23,865 | Blues | +9,372 |
SFRM6 | 857,715 | 842,788 | +14,927 |
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SFRU6 | 811,812 | 805,505 | +6,307 |
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SFRZ6 | 927,790 | 917,288 | +10,502 |
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SFRH7 | 696,763 | 689,282 | +7,481 |
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SFRM7 | 632,989 | 633,197 | -208 |
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SFRU7 | 448,421 | 443,572 | +4,849 |
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SFRZ7 | 409,593 | 411,025 | -1,432 |
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SFRH8 | 298,532 | 297,503 | +1,029 |
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SFRM8 | 230,861 | 230,638 | +223 |
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SFRU8 | 197,792 | 193,828 | +3,964 |
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SFRZ8 | 176,490 | 172,310 | +4,180 |
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SFRH9 | 140,844 | 139,839 | +1,005 |
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Bund futures are -26 ticks at 130.39, with volumes unsurprisingly depressed given today’s UK and US public holidays.
The USD holds lower vs. most of its G10 peers, with U.S. President Trump’s delay to 50% tariffs on the EU (deadline kicked back to July 9) weighing on the greenback. Only the safe haven JPY & CHF are lower vs. the USD on the day.