February 25, 2025 12:18 GMT
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.
24/02/2025 | 21/02/2025 | Daily OI Change | Daily OI Change In Packs | ||
ERH5 | 561,690 | 562,884 | -1,194 | Whites | +14,700 |
ERM5 | 735,697 | 737,446 | -1,749 | Reds | +10,489 |
ERU5 | 578,200 | 575,101 | +3,099 | Greens | +12,420 |
ERZ5 | 642,891 | 628,347 | +14,544 | Blues | -360 |
ERH6 | 420,454 | 420,664 | -210 | ||
ERM6 | 349,157 | 342,760 | +6,397 | ||
ERU6 | 270,131 | 271,181 | -1,050 | ||
ERZ6 | 338,695 | 333,343 | +5,352 | ||
ERH7 | 169,342 | 164,012 | +5,330 | ||
ERM7 | 139,194 | 137,598 | +1,596 | ||
ERU7 | 104,520 | 101,615 | +2,905 | ||
ERZ7 | 120,511 | 117,922 | +2,589 | ||
ERH8 | 60,867 | 60,755 | +112 | ||
ERM8 | 48,405 | 48,267 | +138 | ||
ERU8 | 38,101 | 37,906 | +195 | ||
ERZ8 | 46,549 | 47,354 | -805 |
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