January 30, 2025 16:24 GMT
EURIBOR: Mix Of Net Short Setting and Net Long Cover and Dominated On Wednesday
EURIBOR
OI data points to a mix of net long cover and net short setting in Euribor futures on Wednesday.
- The largest OI swing was once again seen in the Whites (+15k), but there was no clear positioning signal as futures settled little changed for the session.
- EUR rates followed core EGBs lower into the close, as natural gas prices advanced amid supply issues and lower temperature forecasts in the region.
29/01/2025 | 28/01/2025 | Daily OI Change | Daily OI Change In Packs | ||
ERH5 | 558,714 | 563,955 | -5,241 | Whites | +15,273 |
ERM5 | 727,576 | 711,938 | +15,638 | Reds | +6,487 |
ERU5 | 519,888 | 524,990 | -5,102 | Greens | -10,134 |
ERZ5 | 669,670 | 659,692 | +9,978 | Blues | -126 |
ERH6 | 409,189 | 403,745 | +5,444 | ||
ERM6 | 340,421 | 341,669 | -1,248 | ||
ERU6 | 266,387 | 269,171 | -2,784 | ||
ERZ6 | 303,576 | 298,501 | +5,075 | ||
ERH7 | 158,795 | 160,096 | -1,301 | ||
ERM7 | 123,656 | 126,526 | -2,870 | ||
ERU7 | 98,801 | 99,891 | -1,090 | ||
ERZ7 | 125,694 | 130,567 | -4,873 | ||
ERH8 | 51,858 | 51,119 | +739 | ||
ERM8 | 41,372 | 41,880 | -508 | ||
ERU8 | 25,126 | 25,357 | -231 | ||
ERZ8 | 43,817 | 43,943 | -126 |
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