CHILE: Short-Term USDCLP Gains Would Be Corrective, Kast Names Cabinet Next Week
* Despite a pullback in copper yesterday, USDCLP closed little changed near cycle lows at 883. The...
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SOFR: Mix of Net Long Setting & Short Cover in Futures on Tuesday
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 |
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SFRZ6 | 1,135,640 | 1,140,470 | -4,830 |
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SFRH7 | 872,290 | 869,580 | +2,710 |
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SFRM7 | 765,102 | 766,543 | -1,441 |
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SFRU7 | 829,714 | 822,139 | +7,575 |
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SFRZ7 | 842,026 | 841,487 | +539 |
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SFRH8 | 475,302 | 478,724 | -3,422 |
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SFRM8 | 416,723 | 416,681 | +42 |
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SFRU8 | 383,848 | 384,551 | -703 |
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SFRZ8 | 336,817 | 321,077 | +15,740 |
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SFRH9 | 207,348 | 196,101 | +11,247 |
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SFRM9 | 210,336 | 207,640 | +2,696 |
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US TSY FUTURES: Net Long Setting In UXY & US Dominated On Tuesday
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 |
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| Total | +47,846 | +4,493,469 |
OPTIONS: Expiries for Dec17 NY cut 1000ET (Source DTCC)
- 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)
