OI data points to short setting dominating in the greens and long cover dominating in the blues in SOFR futures on Friday, with a less coherent positioning picture in the whites and reds as contracts settled in different directions.
| 12-Dec-25 | 11-Dec-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRU5 | 1,297,497 | 1,287,922 | +9,575 | Whites | -14,844 |
SFRZ5 | 1,686,273 | 1,705,375 | -19,102 | Reds | -22,971 |
SFRH6 | 1,396,256 | 1,406,825 | -10,569 | Greens | +32,876 |
SFRM6 | 1,118,319 | 1,113,067 | +5,252 | Blues | -34,672 |
SFRU6 | 1,183,616 | 1,184,504 | -888 |
|
|
SFRZ6 | 1,125,439 | 1,152,896 | -27,457 |
|
|
SFRH7 | 870,470 | 864,323 | +6,147 |
|
|
SFRM7 | 767,783 | 768,556 | -773 |
|
|
SFRU7 | 824,140 | 804,752 | +19,388 |
|
|
SFRZ7 | 831,994 | 828,932 | +3,062 |
|
|
SFRH8 | 459,804 | 453,293 | +6,511 |
|
|
SFRM8 | 411,534 | 407,619 | +3,915 |
|
|
SFRU8 | 389,173 | 384,545 | +4,628 |
|
|
SFRZ8 | 291,530 | 327,532 | -36,002 |
|
|
SFRH9 | 190,702 | 200,280 | -9,578 |
|
|
SFRM9 | 209,794 | 203,514 | +6,280 |
|
|
Find more articles and bullets on these widgets:
Canadian analysts' expectations for October inflation:

Canadian CPI is expected to have pulled back in October from September's 7-month high 2.4% Y/Y. Consensus (Bloomberg median) sees October CPI at 2.2% Y/Y (2.4% prior), with M/M at 0.2% (0.1% prior), while the average Median/Trim measure is seen at 3.05% (3.15% prior).

Equities recovered from a sharp intraday sell-off to close roughly flat Friday, with the Nasdaq and S&P 500 almost unchanged but the the Dow Jones retracing 0.7% after Thursday's outperformance.
