SOFR: Mix of Net Long Setting & Short Cover in Futures on Tuesday
OI data points to net long setting dominating in SOFR futures as most contracts settled higher on Tuesday. Instances of net short cover were limited in scale.
| 16-Dec-25 | 15-Dec-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRU5 | 1,307,651 | 1,299,410 | +8,241 | Whites | +59,981 |
SFRZ5 | 1,572,341 | 1,568,810 | +3,531 | Reds | +20,336 |
SFRH6 | 1,385,349 | 1,376,296 | +9,053 | Greens | +4,734 |
SFRM6 | 1,154,210 | 1,115,054 | +39,156 | Blues | +28,980 |
SFRU6 | 1,201,807 | 1,177,910 | +23,897 |
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SFRZ6 | 1,135,640 | 1,140,470 | -4,830 |
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SFRH7 | 872,290 | 869,580 | +2,710 |
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SFRM7 | 765,102 | 766,543 | -1,441 |
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SFRU7 | 829,714 | 822,139 | +7,575 |
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SFRZ7 | 842,026 | 841,487 | +539 |
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SFRH8 | 475,302 | 478,724 | -3,422 |
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SFRM8 | 416,723 | 416,681 | +42 |
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SFRU8 | 383,848 | 384,551 | -703 |
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SFRZ8 | 336,817 | 321,077 | +15,740 |
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SFRH9 | 207,348 | 196,101 | +11,247 |
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SFRM9 | 210,336 | 207,640 | +2,696 |
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SOFR: Mix Of Short Setting & Long Cover Seen In Futures On Friday
OI data points to net short setting dominating through the reds as most SOFR futures settled lower on Friday, with net long cover then coming to the fore in the greens and the blues.
| 14-Nov-25 | 13-Nov-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRU5 | 1,367,543 | 1,356,564 | +10,979 | Whites | +73,025 |
SFRZ5 | 1,456,058 | 1,432,618 | +23,440 | Reds | +26,523 |
SFRH6 | 1,284,503 | 1,247,281 | +37,222 | Greens | -20,457 |
SFRM6 | 1,097,413 | 1,096,029 | +1,384 | Blues | -8,314 |
SFRU6 | 1,137,003 | 1,125,862 | +11,141 |
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SFRZ6 | 1,208,633 | 1,190,808 | +17,825 |
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SFRH7 | 849,528 | 853,156 | -3,628 |
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SFRM7 | 817,182 | 815,997 | +1,185 |
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SFRU7 | 768,228 | 775,279 | -7,051 |
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SFRZ7 | 806,679 | 815,225 | -8,546 |
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SFRH8 | 436,196 | 435,221 | +975 |
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SFRM8 | 418,302 | 424,137 | -5,835 |
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SFRU8 | 351,155 | 352,177 | -1,022 |
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SFRZ8 | 318,633 | 326,743 | -8,110 |
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SFRH9 | 201,660 | 201,225 | +435 |
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SFRM9 | 188,233 | 187,850 | +383 |
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