SOFR: Mix Of Short Setting & Long Cover In Futures On Friday
OI data points to net long cover dominating across the white, red and blue SOFR futures packs on Friday, while net short setting was more prominent in the greens as most contracts across that area of the strip softened come settlement.
| 06-Feb-26 | 05-Feb-26 | Daily OI Change |
| Daily OI Change In Packs |
SFRZ5 | 1,355,583 | 1,347,627 | +7,956 | Whites | -34,316 |
SFRH6 | 1,361,087 | 1,376,862 | -15,775 | Reds | -46,973 |
SFRM6 | 1,437,968 | 1,450,792 | -12,824 | Greens | +16,409 |
SFRU6 | 1,430,402 | 1,444,075 | -13,673 | Blues | -12,256 |
SFRZ6 | 1,411,363 | 1,401,839 | +9,524 |
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SFRH7 | 971,806 | 1,040,483 | -68,677 |
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SFRM7 | 895,254 | 889,602 | +5,652 |
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SFRU7 | 842,602 | 836,074 | +6,528 |
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SFRZ7 | 906,680 | 903,010 | +3,670 |
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SFRH8 | 524,415 | 515,331 | +9,084 |
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SFRM8 | 438,466 | 441,026 | -2,560 |
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SFRU8 | 394,780 | 388,565 | +6,215 |
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SFRZ8 | 373,669 | 378,127 | -4,458 |
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SFRH9 | 218,692 | 217,168 | +1,524 |
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SFRM9 | 206,976 | 213,271 | -6,295 |
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SFRU9 | 173,924 | 176,951 | -3,027 |
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