SOFR: Net Long Setting Most Prominent In Futures On Wednesday
OI data points to net long setting being more prominent than instances of net short cover during Wednesday’s uptick in SOFR futures, with the whites and greens seeing the largest swings in net pack terms (positioning was essentially flat in the reds in net pack terms).
| 10-Sep-25 | 09-Sep-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRM5 | 1,206,059 | 1,225,455 | -19,396 | Whites | +56,496 |
SFRU5 | 1,437,840 | 1,419,962 | +17,878 | Reds | -416 |
SFRZ5 | 1,669,251 | 1,631,123 | +38,128 | Greens | +44,838 |
SFRH6 | 1,208,359 | 1,188,473 | +19,886 | Blues | +5,535 |
SFRM6 | 1,003,677 | 1,002,607 | +1,070 |
|
|
SFRU6 | 877,881 | 882,951 | -5,070 |
|
|
SFRZ6 | 1,008,248 | 1,003,442 | +4,806 |
|
|
SFRH7 | 704,328 | 705,550 | -1,222 |
|
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SFRM7 | 841,769 | 838,404 | +3,365 |
|
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SFRU7 | 682,400 | 669,554 | +12,846 |
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SFRZ7 | 669,270 | 647,243 | +22,027 |
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SFRH8 | 447,244 | 440,644 | +6,600 |
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SFRM8 | 359,017 | 356,851 | +2,166 |
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SFRU8 | 257,772 | 258,032 | -260 |
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SFRZ8 | 261,554 | 266,534 | -4,980 |
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SFRH9 | 184,657 | 176,048 | +8,609 |
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