January 16, 2025 12:00 GMT
EURIBOR: OI Suggests Net Short Cover Dominated On Wednesday
EURIBOR
OI data suggests short cover dominated in the Euribor reds and greens Wednesday, while net long setting was more evident in the whites. Net OI changes were mixed in the blues.
- Euribor futures mostly tracked GBP and USD counterparts in yesterday’s session, as markets digested the UK and US CPI reports.
15/01/2025 | 14/01/2025 | Daily OI Change | Daily OI Change In Packs | ||
ERH5 | 592,442 | 586,469 | +5,973 | Whites | +18,724 |
ERM5 | 672,217 | 686,259 | -14,042 | Reds | -3,007 |
ERU5 | 493,445 | 486,106 | +7,339 | Greens | -8,318 |
ERZ5 | 665,260 | 645,806 | +19,454 | Blues | -1,873 |
ERH6 | 411,158 | 414,534 | -3,376 | ||
ERM6 | 330,109 | 336,831 | -6,722 | ||
ERU6 | 272,936 | 277,699 | -4,763 | ||
ERZ6 | 282,640 | 270,786 | +11,854 | ||
ERH7 | 169,101 | 171,544 | -2,443 | ||
ERM7 | 127,788 | 131,571 | -3,783 | ||
ERU7 | 103,477 | 103,993 | -516 | ||
ERZ7 | 129,450 | 131,026 | -1,576 | ||
ERH8 | 54,613 | 57,504 | -2,891 | ||
ERM8 | 44,500 | 43,571 | +929 | ||
ERU8 | 21,791 | 22,336 | -545 | ||
ERZ8 | 40,321 | 39,687 | +634 |
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