January 24, 2025 12:16 GMT
EURIBOR: Mix Of Net Short Setting and Net Long Cover Seen Thursday
EURIBOR
OI data suggests a mix of net short setting and net long cover dominated in Euribor futures on Thursday.
- The largest net OI swing was seen in the reds (+18k), where indicative net short setting was seen across contracts.
- Euribor futures settled -1.5 to -4.0 ticks through the blues yesterday.
23/01/2025 | 22/01/2025 | Daily OI Change | Daily OI Change In Packs | ||
ERH5 | 631,129 | 634,956 | -3,827 | Whites | -11,132 |
ERM5 | 691,676 | 700,381 | -8,705 | Reds | +18,027 |
ERU5 | 528,190 | 526,540 | +1,650 | Greens | -6,098 |
ERZ5 | 664,953 | 665,203 | -250 | Blues | +1,023 |
ERH6 | 415,835 | 408,631 | +7,204 | ||
ERM6 | 339,649 | 338,956 | +693 | ||
ERU6 | 273,939 | 269,539 | +4,400 | ||
ERZ6 | 286,953 | 281,223 | +5,730 | ||
ERH7 | 163,759 | 163,440 | +319 | ||
ERM7 | 125,981 | 126,551 | -570 | ||
ERU7 | 96,340 | 99,317 | -2,977 | ||
ERZ7 | 130,379 | 133,249 | -2,870 | ||
ERH8 | 53,043 | 51,996 | +1,047 | ||
ERM8 | 42,961 | 43,356 | -395 | ||
ERU8 | 22,919 | 23,227 | -308 | ||
ERZ8 | 43,753 | 43,074 | +679 |
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