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EURIBOR: Mix Of Net Long Setting And Net Short Cover On Monday

EURIBOR

OI data indicates a mix of net short cover and net long setting in Euribor futures on Monday. The largest OI adjustment was seen in ERZ5 (+14.5k net longs added). This was the third consecutive session where net long setting dominated in this contract.

 24/02/202521/02/2025Daily OI Change Daily OI Change In Packs
ERH5561,690562,884-1,194Whites+14,700
ERM5735,697737,446-1,749Reds+10,489
ERU5578,200575,101+3,099Greens +12,420
ERZ5642,891628,347+14,544Blues-360
ERH6420,454420,664-210  
ERM6349,157342,760+6,397  
ERU6270,131271,181-1,050  
ERZ6338,695333,343+5,352  
ERH7169,342164,012+5,330  
ERM7139,194137,598+1,596  
ERU7104,520101,615+2,905  
ERZ7120,511117,922+2,589  
ERH860,86760,755+112  
ERM848,40548,267+138  
ERU838,10137,906+195  
ERZ846,54947,354-805  
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OI data indicates a mix of net short cover and net long setting in Euribor futures on Monday. The largest OI adjustment was seen in ERZ5 (+14.5k net longs added). This was the third consecutive session where net long setting dominated in this contract.

 24/02/202521/02/2025Daily OI Change Daily OI Change In Packs
ERH5561,690562,884-1,194Whites+14,700
ERM5735,697737,446-1,749Reds+10,489
ERU5578,200575,101+3,099Greens +12,420
ERZ5642,891628,347+14,544Blues-360
ERH6420,454420,664-210  
ERM6349,157342,760+6,397  
ERU6270,131271,181-1,050  
ERZ6338,695333,343+5,352  
ERH7169,342164,012+5,330  
ERM7139,194137,598+1,596  
ERU7104,520101,615+2,905  
ERZ7120,511117,922+2,589  
ERH860,86760,755+112  
ERM848,40548,267+138  
ERU838,10137,906+195  
ERZ846,54947,354-805