| Contract | Flows | Summary | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Contract | Open Interest | w/w OI | w/w (Extreme Add / Close) | Est. $ Exposure | Flow Initiator | 6M Slope | 6M Flow | 6M Beg. %OI | PriorWk %OI | Latest %OI | w/w (Long Liquidated / Short Covering) | 6M | WoW |
3FED FUNDS | 2,353,124 | -335,198 | -12.5% | $11,765,620M | LMLargest | -2.66% | -9.82% | -1.80% | w/w S Covering | ||||
| AM2nd | -0.35% | -1.75% | -4.44% | w/w L Liquidated | |||||||||
2SOFR-3M | 24,182,831 | +238,274 | +1.0% | $5,817,785M | LMLargest | -5.46% | -10.48% | -10.84% | w/w L Liquidated | ||||
| AM2nd | -0.29% | -1.89% | -1.46% | w/w Build L | |||||||||
4EURO SHORT TERM RATE | 29,257 | +2,776 | +10.5% | $7,137M | LMLargest | 10.60% | -29.11% | -16.99% | w/w S Covering | ||||
| AM2nd | 5.02% | 2.08% | 1.88% | Non-Directional | |||||||||
1SOFR-1M | 1,348,734 | -234,891 | -14.8% | $542,628M | LMLargest | -20.22% | -17.59% | -24.95% | w/w L Liquidated | ||||
| AM2nd | 5.15% | -3.42% | -2.66% | w/w S Covering | |||||||||