June 11, 2024 13:52 GMT
Best traded volume this Year
OAT
- French OAT has managed to pull its way back above the 123.00 figure, this is set to be the highest traded volume for the contract this Year.
- The OATH4 saw a high of 466k lots and the OATM4, a 566k lots in one day, but these were generated during rolling positions into the next expiries.
- The bounce higher in futures, helps the OAT/Bund spread back towards 60.00bps, now at 61bps.
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