OI data points to short cover dominating through the blues as SOFR futures ticked higher on Tuesday.
| 02-Dec-25 | 01-Dec-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRU5 | 1,354,634 | 1,348,937 | +5,697 | Whites | -31,493 |
SFRZ5 | 1,649,640 | 1,699,622 | -49,982 | Reds | -12,581 |
SFRH6 | 1,351,490 | 1,327,743 | +23,747 | Greens | -4,353 |
SFRM6 | 1,148,140 | 1,159,095 | -10,955 | Blues | -6,500 |
SFRU6 | 1,069,118 | 1,085,894 | -16,776 |
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SFRZ6 | 1,127,362 | 1,123,333 | +4,029 |
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SFRH7 | 854,715 | 842,615 | +12,100 |
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SFRM7 | 777,161 | 789,095 | -11,934 |
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SFRU7 | 840,338 | 822,650 | +17,688 |
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SFRZ7 | 836,677 | 851,757 | -15,080 |
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SFRH8 | 427,868 | 444,845 | -16,977 |
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SFRM8 | 417,312 | 407,296 | +10,016 |
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SFRU8 | 371,814 | 375,126 | -3,312 |
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SFRZ8 | 320,429 | 325,213 | -4,784 |
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SFRH9 | 195,784 | 193,545 | +2,239 |
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SFRM9 | 208,037 | 208,680 | -643 |
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Recent weakness in Treasuries undermines a bullish theme. The contract has traded through the 50-day EMA, at 112-26+, highlighting potential for a deeper retracement near-term. A continuation lower would open 112-06, the Sep 25 low and the next key support. On the upside, the contract needs to trade above 113-18+, the Oct 28 high to signal a possible bullish reversal. Key resistance and the bull trigger is at 114-02, the Oct 17 high.
DBK (21st Nov) 30.5p, traded for 0.57 in 10k.