February 05, 2025 17:03 GMT
EURIBOR: Net Long Cover and Net Short Setting Seen In Whites and Reds On Tuesday
EURIBOR
OI data suggests net long cover and net short setting dominated in the Euribor whites and reds on Tuesday. There were fewer positioning signals in the greens and blues, with futures further out the strip settling little changed yesterday.
- Indicative net long cover was seen in ERH5 and ERM5 futures (-14k net OI change in each contract).
04/02/2025 | 03/02/2025 | Daily OI Change | Daily OI Change In Packs | ||
ERH5 | 553,341 | 567,354 | -14,013 | Whites | -28,862 |
ERM5 | 750,177 | 764,247 | -14,070 | Reds | -15,902 |
ERU5 | 516,296 | 514,148 | +2,148 | Greens | +5,051 |
ERZ5 | 616,840 | 619,767 | -2,927 | Blues | +284 |
ERH6 | 401,649 | 407,753 | -6,104 | ||
ERM6 | 324,790 | 333,297 | -8,507 | ||
ERU6 | 260,510 | 262,963 | -2,453 | ||
ERZ6 | 290,301 | 289,139 | +1,162 | ||
ERH7 | 156,480 | 154,616 | +1,864 | ||
ERM7 | 126,845 | 123,425 | +3,420 | ||
ERU7 | 91,989 | 91,910 | +79 | ||
ERZ7 | 114,621 | 114,933 | -312 | ||
ERH8 | 54,995 | 55,090 | -95 | ||
ERM8 | 44,237 | 44,121 | +116 | ||
ERU8 | 29,165 | 28,862 | +303 | ||
ERZ8 | 42,885 | 42,925 | -40 |
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