March 05, 2025 15:43 GMT
EURIBOR: Net Long Setting Dominated On Tuesday
EURIBOR
OI data suggests net long setting dominated in Euribor futures on Tuesday, with some pockets of net short cover also seen across the strip.
- The largest net OI swing was seen in the M5 contract, where ~37k of indicative net longs were added.
- Notable options flow in M5 yesterday included:
- ERM5 98.12/98.25cs, bought for half in 6k.
- ERM5 98.125/98.3125cs, bought for 1 in 29k.
04/03/2025 | 03/03/2025 | Daily OI Change | Daily OI Change In Packs | ||
ERH5 | 539,589 | 537,809 | +1,780 | Whites | +35,800 |
ERM5 | 810,021 | 773,004 | +37,017 | Reds | +1,561 |
ERU5 | 574,236 | 578,312 | -4,076 | Greens | +6,054 |
ERZ5 | 606,392 | 605,313 | +1,079 | Blues | +1,372 |
ERH6 | 434,644 | 430,992 | +3,652 | ||
ERM6 | 339,883 | 335,585 | +4,298 | ||
ERU6 | 258,203 | 267,402 | -9,199 | ||
ERZ6 | 345,641 | 342,831 | +2,810 | ||
ERH7 | 178,807 | 179,200 | -393 | ||
ERM7 | 145,074 | 146,915 | -1,841 | ||
ERU7 | 121,997 | 119,235 | +2,762 | ||
ERZ7 | 129,178 | 123,652 | +5,526 | ||
ERH8 | 63,149 | 58,970 | +4,179 | ||
ERM8 | 46,783 | 46,142 | +641 | ||
ERU8 | 32,985 | 35,713 | -2,728 | ||
ERZ8 | 45,640 | 46,360 | -720 |
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