OI data points to net short setting dominating through the green pack on the SOFR futures strip on Tuesday as most contracts in that zone settled lower.
| 03-Feb-26 | 02-Feb-26 | Daily OI Change |
| Daily OI Change In Packs |
SFRZ5 | 1,362,482 | 1,365,815 | -3,333 | Whites | +41,028 |
SFRH6 | 1,409,888 | 1,392,300 | +17,588 | Reds | +47,509 |
SFRM6 | 1,449,151 | 1,442,458 | +6,693 | Greens | +17,871 |
SFRU6 | 1,473,846 | 1,453,766 | +20,080 | Blues | -37 |
SFRZ6 | 1,424,857 | 1,412,335 | +12,522 |
|
|
SFRH7 | 1,061,860 | 1,058,246 | +3,614 |
|
|
SFRM7 | 895,832 | 868,322 | +27,510 |
|
|
SFRU7 | 835,939 | 832,076 | +3,863 |
|
|
SFRZ7 | 869,158 | 855,834 | +13,324 |
|
|
SFRH8 | 524,158 | 521,378 | +2,780 |
|
|
SFRM8 | 445,197 | 439,257 | +5,940 |
|
|
SFRU8 | 387,209 | 391,382 | -4,173 |
|
|
SFRZ8 | 378,828 | 381,555 | -2,727 |
|
|
SFRH9 | 216,301 | 215,490 | +811 |
|
|
SFRM9 | 210,162 | 208,565 | +1,597 |
|
|
SFRU9 | 171,179 | 170,897 | +282 |
|
|
Find more articles and bullets on these widgets:
RXH6 129/127ps, bought for 127 in 2k (ref 127.27).