OI data suggests that net short setting dominated through the reds as SOFR futures sold off on Tuesday, before a better mix of short setting and long cover was seen in the greens and long cover dominated in the whites.
| 09-Dec-25 | 08-Dec-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRU5 | 1,304,279 | 1,298,677 | +5,602 | Whites | +35,190 |
SFRZ5 | 1,609,323 | 1,584,259 | +25,064 | Reds | +36,511 |
SFRH6 | 1,462,042 | 1,439,357 | +22,685 | Greens | +3,190 |
SFRM6 | 1,113,193 | 1,131,354 | -18,161 | Blues | -19,522 |
SFRU6 | 1,094,579 | 1,082,871 | +11,708 |
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SFRZ6 | 1,131,495 | 1,122,066 | +9,429 |
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SFRH7 | 853,243 | 842,651 | +10,592 |
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SFRM7 | 781,292 | 776,510 | +4,782 |
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SFRU7 | 813,697 | 800,035 | +13,662 |
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SFRZ7 | 833,822 | 837,578 | -3,756 |
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SFRH8 | 437,073 | 441,870 | -4,797 |
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SFRM8 | 397,615 | 399,534 | -1,919 |
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SFRU8 | 371,275 | 380,247 | -8,972 |
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SFRZ8 | 327,808 | 331,093 | -3,285 |
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SFRH9 | 191,324 | 196,071 | -4,747 |
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SFRM9 | 208,323 | 210,841 | -2,518 |
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Chart source: Bloomberg Finance LLP