As we noted shortly before the news of the CDU/CSU-SPD-Greens agreement on the debt brake reform/inf...
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Former BOJ board member Makoto Sakurai speaks to MNI about the outlook for Japanese rates.-On MNI Policy MainWire now, for more details please contact sales@marketnews.com
OI data suggests that net short setting was seen in most SOFR futures during yesterday’s downtick, with the only notable exception coming via apparent net long cover in SFRH5.
| 11-Feb-25 | 10-Feb-25 | Daily OI Change |
| Daily OI Change In Packs |
SFRZ4 | 1,023,611 | 1,026,203 | -2,592 | Whites | +5,945 |
SFRH5 | 1,191,152 | 1,212,157 | -21,005 | Reds | +44,977 |
SFRM5 | 1,086,920 | 1,079,888 | +7,032 | Greens | +41,120 |
SFRU5 | 817,360 | 794,850 | +22,510 | Blues | +15,563 |
SFRZ5 | 1,002,603 | 987,000 | +15,603 |
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SFRH6 | 682,250 | 668,867 | +13,383 |
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SFRM6 | 652,168 | 643,269 | +8,899 |
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SFRU6 | 601,683 | 594,591 | +7,092 |
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SFRZ6 | 731,879 | 698,826 | +33,053 |
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SFRH7 | 470,945 | 472,683 | -1,738 |
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SFRM7 | 436,496 | 427,493 | +9,003 |
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SFRU7 | 289,507 | 288,705 | +802 |
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SFRZ7 | 304,234 | 293,677 | +10,557 |
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SFRH8 | 220,655 | 218,741 | +1,914 |
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SFRM8 | 185,686 | 183,654 | +2,032 |
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SFRU8 | 120,027 | 118,967 | +1,060 |
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SX5E (19th Dec) 160p vs (18/12/26) 130p, bought the 2025 for 14.1 and 14.2 in 20k vs 5.4k at 171.85.