SOFR: Mix Of Net Long Setting & Short Cover Seen In Futures On Monday
OI data points to a mix of net long setting and short cover as most SOFR futures ticked higher on Monday, albeit with little in the way of meaningful net positioning swings to note.
| 09-Feb-26 | 06-Feb-26 | Daily OI Change |
| Daily OI Change In Packs |
SFRZ5 | 1,354,313 | 1,351,185 | +3,128 | Whites | -1,443 |
SFRH6 | 1,351,188 | 1,349,037 | +2,151 | Reds | -15,303 |
SFRM6 | 1,437,385 | 1,438,394 | -1,009 | Greens | +10,849 |
SFRU6 | 1,423,611 | 1,429,324 | -5,713 | Blues | +6,206 |
SFRZ6 | 1,402,351 | 1,405,902 | -3,551 |
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SFRH7 | 962,171 | 970,215 | -8,044 |
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SFRM7 | 889,050 | 889,700 | -650 |
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SFRU7 | 838,768 | 841,826 | -3,058 |
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SFRZ7 | 913,516 | 906,834 | +6,682 |
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SFRH8 | 520,117 | 521,210 | -1,093 |
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SFRM8 | 441,580 | 438,339 | +3,241 |
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SFRU8 | 394,983 | 392,964 | +2,019 |
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SFRZ8 | 374,845 | 374,838 | +7 |
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SFRH9 | 216,867 | 217,631 | -764 |
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SFRM9 | 213,087 | 209,487 | +3,600 |
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SFRU9 | 177,374 | 174,011 | +3,363 |
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AUSSIE 3-YEAR TECHS: (H6) Recovery Mode
- RES 3: 97.796 - 1.618 proj of the Sep 3 - 12 - 15 price swing
- RES 2: 96.780 - High Jun 26 (cont)
- RES 1: 96.700 - High Sep 12
- PRICE: 95.890 @ 16:40 GMT Jan 9
- SUP 1: 95.740 - Low Dec 22
- SUP 2: 95.480 - Low 1st Nov ‘23
- SUP 3: 94.932 - 1.0% 10-dma envelope
Prices bounced again Thursday, supported by strength in global bond markets and a smoother inflation picture at the December CPI print. As such, prices edged further away from recent lows. Nonetheless, slower pricing for additional RBA easing - and partial pricing for a return to rate hikes in 2026 - should keep the front-end of the curve under pressure. This keeps prices well below prior resistance at 96.615, the Sep 12 high, and refocuses attention on 95.480 as the next major support.
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