CHILE: Short-Term USDCLP Gains Would Be Corrective, Kast Names Cabinet Next Week

Jan-16 11:31

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* Despite a pullback in copper yesterday, USDCLP closed little changed near cycle lows at 883. The...

Historical bullets

SOFR: Mix of Net Long Setting & Short Cover in Futures on Tuesday

Dec-17 11:24

OI data points to net long setting dominating in SOFR futures as most contracts settled higher on Tuesday. Instances of net short cover were limited in scale.

 

16-Dec-25

15-Dec-25

Daily OI Change

 

Daily OI Change In Packs

SFRU5

1,307,651

1,299,410

+8,241

Whites

+59,981

SFRZ5

1,572,341

1,568,810

+3,531

Reds

+20,336

SFRH6

1,385,349

1,376,296

+9,053

Greens

+4,734

SFRM6

1,154,210

1,115,054

+39,156

Blues

+28,980

SFRU6

1,201,807

1,177,910

+23,897

 

 

SFRZ6

1,135,640

1,140,470

-4,830

 

 

SFRH7

872,290

869,580

+2,710

 

 

SFRM7

765,102

766,543

-1,441

 

 

SFRU7

829,714

822,139

+7,575

 

 

SFRZ7

842,026

841,487

+539

 

 

SFRH8

475,302

478,724

-3,422

 

 

SFRM8

416,723

416,681

+42

 

 

SFRU8

383,848

384,551

-703

 

 

SFRZ8

336,817

321,077

+15,740

 

 

SFRH9

207,348

196,101

+11,247

 

 

SFRM9

210,336

207,640

+2,696

 

 

US TSY FUTURES: Net Long Setting In UXY & US Dominated On Tuesday

Dec-17 11:18

OI data points to a mix of net long setting (TU, FV, UXY & US) and short cover (TY & WN) as Tsy futures ticked higher on Tuesday. Net long setting across UXY & US futures provided the only real net positioning swings of note and accounted for almost all of the net DV01 swing on the day.

 

16-Dec-25

15-Dec-25

Daily OI Change

OI DV01 Equivalent Change ($)

TU

4,502,427

4,502,056

+371

+14,726

FV

6,666,243

6,645,718

+20,525

+908,200

TY

5,419,053

5,425,920

-6,867

-461,191

UXY

2,516,405

2,504,545

+11,860

+1,072,478

US

1,858,809

1,834,961

+23,848

+3,300,708

WN

2,080,065

2,081,956

-1,891

-341,451

 

 

Total

+47,846

+4,493,469

OPTIONS: Expiries for Dec17 NY cut 1000ET (Source DTCC)

Dec-17 11:17
  • EUR/USD: $1.1700(E1.3bln), $1.1750(E1.5bln), $1.1800(E1.6bln), $1.1850(E624mln)
  • USD/JPY: Y154.75($594mln)
  • AUD/USD: $0.6590(A$680mln), $0.6650-60(A$875mln)