OI data points to a mix of net long setting and short cover through the SOFR reds on Wednesday, before a mix of net short setting and long cover came to the fore further out as the futures strip twist steepened.
| 06-Aug-25 | 05-Aug-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRM5 | 1,225,953 | 1,228,733 | -2,780 | Whites | +14,768 |
SFRU5 | 1,299,725 | 1,265,095 | +34,630 | Reds | -1,763 |
SFRZ5 | 1,360,191 | 1,364,698 | -4,507 | Greens | -8,900 |
SFRH6 | 1,049,923 | 1,062,498 | -12,575 | Blues | -2,890 |
SFRM6 | 874,402 | 878,790 | -4,388 |
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SFRU6 | 856,066 | 853,616 | +2,450 |
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SFRZ6 | 951,467 | 952,629 | -1,162 |
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SFRH7 | 725,629 | 724,292 | +1,337 |
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SFRM7 | 779,372 | 780,513 | -1,141 |
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SFRU7 | 575,593 | 579,499 | -3,906 |
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SFRZ7 | 510,911 | 512,899 | -1,988 |
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SFRH8 | 332,344 | 334,209 | -1,865 |
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SFRM8 | 267,656 | 273,215 | -5,559 |
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SFRU8 | 205,702 | 206,936 | -1,234 |
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SFRZ8 | 216,888 | 215,554 | +1,334 |
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SFRH9 | 152,652 | 150,083 | +2,569 |
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