OI data points to net long setting dominating in SOFR futures during Wednesday’s rally, with only fairly isolated instances of net short cover seen.
| 03-Sep-25 | 02-Sep-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRM5 | 1,164,853 | 1,168,892 | -4,039 | Whites | +16,096 |
SFRU5 | 1,424,358 | 1,446,293 | -21,935 | Reds | +51,543 |
SFRZ5 | 1,572,634 | 1,532,299 | +40,335 | Greens | +12,811 |
SFRH6 | 1,141,852 | 1,140,117 | +1,735 | Blues | +1,153 |
SFRM6 | 952,541 | 922,707 | +29,834 |
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SFRU6 | 895,879 | 890,564 | +5,315 |
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SFRZ6 | 975,921 | 962,038 | +13,883 |
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SFRH7 | 726,983 | 724,472 | +2,511 |
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SFRM7 | 810,834 | 816,550 | -5,716 |
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SFRU7 | 640,704 | 636,704 | +4,000 |
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SFRZ7 | 653,759 | 642,178 | +11,581 |
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SFRH8 | 417,856 | 414,910 | +2,946 |
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SFRM8 | 333,277 | 336,559 | -3,282 |
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SFRU8 | 224,231 | 220,697 | +3,534 |
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SFRZ8 | 245,408 | 246,786 | -1,378 |
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SFRH9 | 164,303 | 162,024 | +2,279 |
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