OI data points to a mix of net long setting and short cover during yesterday's rally in SOFR futures...
Find more articles and bullets on these widgets:
SFIM5 95.70/95.85/96.00c fly, bought for 2.75 in 6k.
WSX5E (24th Jan) 4300p, bought for 0.40 and 0.50 in 20k.
Re-upping our US CPI preview (PDF) ahead of the release in just over 2 hours (0830ET).