February 11, 2025 15:13 GMT
EURIBOR: Net Long Setting Seen In Whites and Greens On Monday
EURIBOR
OI data suggests long setting and short cover dominated in Euribor futures on Monday, with futures settling +1.0 to +4.5 ticks through the blues.
- Indicative long setting was seen across contracts in the whites (net OI change +53.9k) and greens (net OIS change +5.1k).
10/02/2025 | 07/02/2025 | Daily OI Change | Daily OI Change In Packs | ||
ERH5 | 559,435 | 547,618 | +11,817 | Whites | +53,874 |
ERM5 | 766,236 | 739,869 | +26,367 | Reds | +1,266 |
ERU5 | 521,242 | 509,605 | +11,637 | Greens | +5,097 |
ERZ5 | 611,636 | 607,583 | +4,053 | Blues | +362 |
ERH6 | 408,513 | 409,477 | -964 | ||
ERM6 | 333,381 | 334,069 | -688 | ||
ERU6 | 273,602 | 272,728 | +874 | ||
ERZ6 | 302,634 | 300,590 | +2,044 | ||
ERH7 | 169,907 | 167,960 | +1,947 | ||
ERM7 | 131,158 | 129,388 | +1,770 | ||
ERU7 | 93,991 | 93,040 | +951 | ||
ERZ7 | 118,285 | 117,856 | +429 | ||
ERH8 | 58,137 | 57,129 | +1,008 | ||
ERM8 | 44,130 | 44,021 | +109 | ||
ERU8 | 29,529 | 30,089 | -560 | ||
ERZ8 | 44,370 | 44,565 | -195 |
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