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MNI Europe Pi (Positioning Indicator): Mixed Into The Roll

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Our latest Europe Pi positioning indicator has just been published, emailed to clients and available in PDF here:

  • With Eurex contracts entering the quarterly roll (Dec/Mar) later this week ahead of the Dec 7 deadline, MNI Europe Pi shows mixed structural positioning.
  • German contracts run the gamut from Short to Long, with Flat/Short positioning prevailing overall across Eurex contracts.
  • The most recent week saw relatively cautious trade, with mostly short covering and long reduction in evidence.

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