Thursday's Retail Sales, PPI and Business Inventories suspended due to the Gov shutdown. On the othe...
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2RX5 97.6875/97.8125cs vs 3RX5 97.5625/97.6875cs, bought the 2yr for 1.75 in 4k.
OI data points to net short setting dominating in the whites, before net long setting came to the fore in the reds, greens and blues, as the SOFR futures strip twist flattened on Monday. Instances of net cover were relatively limited.
| 15-Sep-25 | 12-Sep-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRM5 | 1,226,388 | 1,231,587 | -5,199 | Whites | +36,849 |
SFRU5 | 1,460,296 | 1,445,541 | +14,755 | Reds | +113,651 |
SFRZ5 | 1,687,814 | 1,661,741 | +26,073 | Greens | +1,475 |
SFRH6 | 1,193,610 | 1,192,390 | +1,220 | Blues | +24,843 |
SFRM6 | 1,015,538 | 997,991 | +17,547 |
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SFRU6 | 939,719 | 908,441 | +31,278 |
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SFRZ6 | 1,031,355 | 1,015,659 | +15,696 |
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SFRH7 | 759,079 | 709,949 | +49,130 |
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SFRM7 | 821,609 | 823,158 | -1,549 |
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SFRU7 | 679,741 | 685,106 | -5,365 |
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SFRZ7 | 694,945 | 690,926 | +4,019 |
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SFRH8 | 452,127 | 447,757 | +4,370 |
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SFRM8 | 368,093 | 361,590 | +6,503 |
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SFRU8 | 262,818 | 251,246 | +11,572 |
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SFRZ8 | 265,019 | 259,301 | +5,718 |
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SFRH9 | 183,370 | 182,320 | +1,050 |
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SFRU8/Z8 paper paid 4.5 on 4.2K