STIR: Net Long Setting & Short Cover Seen In SOFR Futures On Thursday

Feb-14 11:23

You are missing out on very valuable content.

OI data points to a mix of net long setting and short cover during yesterday's rally in SOFR futures...

Historical bullets

SONIA: More upside Option structures

Jan-15 11:22

SFIM5 95.70/95.85/96.00c fly, bought for 2.75 in 6k.

EQUITIES: Estoxx Weekly Option

Jan-15 11:21

WSX5E (24th Jan) 4300p, bought for 0.40 and 0.50 in 20k.

US INFLATION: December CPI Preview And Detailed Analyst Expectations

Jan-15 11:19

Re-upping our US CPI preview (PDF) ahead of the release in just over 2 hours (0830ET).

  • A summary of analyst expectations is in the image below (as noted earlier, consensus doesn't appear to have changed after PPI).
analystCPIexpectations-Jan2025