Austrian Debt Office has announced bond auctions with a combined value of E1.265bln of the following bonds:
Find more articles and bullets on these widgets:
The combination of yesterday’s bear steepening on the SOFR strip and preliminary open interest data point to short setting being the dominant positioning factor on the SOFR strip on Monday.
02-Oct-23 | 29-Sep-23 | Daily OI Change | Daily OI Change In Packs | ||
SFRU3 | 1,013,069 | 1,012,909 | +160 | Whites | +19,575 |
SFRZ3 | 1,395,981 | 1,400,063 | -4,082 | Reds | +33,735 |
SFRH4 | 957,468 | 951,320 | +6,148 | Greens | +11,021 |
SFRM4 | 928,205 | 910,856 | +17,349 | Blues | +4,308 |
SFRU4 | 815,173 | 811,843 | +3,330 | ||
SFRZ4 | 942,889 | 916,828 | +26,061 | ||
SFRH5 | 547,093 | 548,007 | -914 | ||
SFRM5 | 570,751 | 565,493 | +5,258 | ||
SFRU5 | 505,354 | 499,191 | +6,163 | ||
SFRZ5 | 499,596 | 487,510 | +12,086 | ||
SFRH6 | 309,236 | 314,541 | -5,305 | ||
SFRM6 | 258,621 | 260,544 | -1,923 | ||
SFRU6 | 206,576 | 206,716 | -140 | ||
SFRZ6 | 180,775 | 176,761 | +4,014 | ||
SFRH7 | 130,409 | 131,431 | -1,022 | ||
SFRM7 | 136,121 | 134,665 | +1,456 |
Limited data release Tuesday, focus on ADP early Wednesday ahead Fri's September Jobs data