Free Trial

OI Points To Modest Net Positioning Swings On Monday

EURIBOR

The combination of Monday’s limited net price movement come settlement and OI data points to limited net positioning swings in Euribor futures.

  • The whites seemed to see a mixed raft of net positioning swings.
  • The reds had an apparent bias towards net short cover,
  • The greens had an apparent bias towards net long setting.
  • The blues had a bias towards net short setting.
  • The observance of holidays in North America and lack of macro news flow made for a low conviction session to start the week.
19-Feb-2416-Feb-24Daily OI ChangeDaily OI Change In Packs
ERH4859,739867,960-8,221Whites-2,602
ERM4648,617653,074-4,457Reds-2,713
ERU4403,653399,657+3,996Greens+2,817
ERZ4431,930425,850+6,080Blues+1,928
ERH5378,543377,294+1,249
ERM5315,192316,579-1,387
ERU5254,312256,855-2,543
ERZ5297,671297,703-32
ERH6187,740186,968+772
ERM6124,919126,189-1,270
ERU6108,010107,111+899
ERZ6105,598103,182+2,416
ERH772,93773,387-450
ERM753,50551,634+1,871
ERU746,52646,741-215
ERZ762,76562,043+722
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.