OI data points to net short setting providing the most prominent positioning swing as most SOFR futures ticked lower on Thursday, Limited instances of net long cover were seen.
| 08-Jan-26 | 07-Jan-26 | Daily OI Change |
| Daily OI Change In Packs |
SFRZ5 | 1,448,688 | 1,463,580 | -14,892 | Whites | +28,104 |
SFRH6 | 1,344,921 | 1,318,857 | +26,064 | Reds | +23,956 |
SFRM6 | 1,187,549 | 1,174,303 | +13,246 | Greens | +17,488 |
SFRU6 | 1,246,066 | 1,242,380 | +3,686 | Blues | +3,340 |
SFRZ6 | 1,221,590 | 1,219,597 | +1,993 |
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SFRH7 | 866,271 | 864,715 | +1,556 |
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SFRM7 | 772,185 | 755,007 | +17,178 |
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SFRU7 | 771,481 | 768,252 | +3,229 |
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SFRZ7 | 857,703 | 849,037 | +8,666 |
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SFRH8 | 475,291 | 473,534 | +1,757 |
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SFRM8 | 426,615 | 421,547 | +5,068 |
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SFRU8 | 372,081 | 370,084 | +1,997 |
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SFRZ8 | 351,630 | 347,739 | +3,891 |
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SFRH9 | 217,632 | 218,218 | -586 |
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SFRM9 | 215,052 | 215,481 | -429 |
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SFRU9 | 166,402 | 165,938 | +464 |
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ERU6 98.00/98.50cs vs 97.87/97.62ps, bought the cs for -2 and -1.75 (receive) in 10k.