OI data points to net long setting dominating through the reds as SOFR futures ticked higher on Monday (only broken by net short cover in SFRZ5), reacting to the increase in Sino-U.S. trade tension.
| 13-Oct-25 | 10-Oct-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRU5 | 1,429,965 | 1,421,986 | +7,979 | Whites | +46,490 |
SFRZ5 | 1,505,430 | 1,509,984 | -4,554 | Reds | +50,439 |
SFRH6 | 1,196,091 | 1,157,568 | +38,523 | Greens | +3,342 |
SFRM6 | 1,028,376 | 1,023,834 | +4,542 | Blues | -2,091 |
SFRU6 | 1,037,469 | 1,009,868 | +27,601 |
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SFRZ6 | 1,046,188 | 1,045,109 | +1,079 |
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SFRH7 | 811,353 | 793,456 | +17,897 |
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SFRM7 | 780,578 | 776,716 | +3,862 |
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SFRU7 | 676,469 | 677,721 | -1,252 |
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SFRZ7 | 747,999 | 747,938 | +61 |
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SFRH8 | 434,055 | 432,157 | +1,898 |
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SFRM8 | 377,274 | 374,639 | +2,635 |
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SFRU8 | 300,757 | 301,434 | -677 |
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SFRZ8 | 331,518 | 333,395 | -1,877 |
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SFRH9 | 193,294 | 194,209 | -915 |
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SFRM9 | 172,931 | 171,553 | +1,378 |
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Aussie 3-yr futures are trading off recent lows. A resumption of gains from here would further narrow the gap with resistance at 96.730, the Sep 17 ‘24 high, leaving 96.860 as the next key level. Any continuation lower would instead strengthen a bearish threat. This would refocus attention on 95.760, the 14 Nov ‘24 low. Conversely, a reversal higher would open 96.860, the Apr 7 high.
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