The combination of yesterday’s price action and preliminary open interest data point to SFRU3 seeing a small addition of net longs, while SFRH4 saw shorts added. Indications for SFRM3 & SFRZ3 were less definitive, given their unchanged price status on the day. Meanwhile, the reds saw a mix of long trimming, shorts added and short cover. Beyond there, the greens and blues saw a mix of long additions and short cover, with long additions dominating on a net basis across those 2 packs.
| 19-Jul-23 | 18-Jul-23 | Daily OI Change | Daily OI Change In Packs | ||
| SFRM3 | 1,117,310 | 1,112,777 | +4,533 | Whites | +15,345 |
| SFRU3 | 1,119,325 | 1,118,841 | +484 | Reds | -11,439 |
| SFRZ3 | 1,329,886 | 1,324,795 | +5,091 | Greens | +389 |
| SFRH4 | 841,784 | 836,547 | +5,237 | Blues | +5,444 |
| SFRM4 | 778,835 | 783,635 | -4,800 | ||
| SFRU4 | 741,741 | 738,751 | +2,990 | ||
| SFRZ4 | 743,843 | 749,058 | -5,215 | ||
| SFRH5 | 551,246 | 555,660 | -4,414 | ||
| SFRM5 | 455,608 | 456,958 | -1,350 | ||
| SFRU5 | 402,591 | 400,886 | +1,705 | ||
| SFRZ5 | 324,788 | 324,971 | -183 | ||
| SFRH6 | 236,129 | 235,912 | +217 | ||
| SFRM6 | 174,242 | 172,622 | +1,620 | ||
| SFRU6 | 146,148 | 146,679 | -531 | ||
| SFRZ6 | 173,737 | 172,417 | +1,320 | ||
| SFRH7 | 116,779 | 113,744 | +3,035 |
