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Big expiries next week

CROSS ASSET
  • A busy week next week, and besides the Rate decisions from the Fed, ECB and the BOJ, Friday will also see multiple expiries across the board, Quad witching in Equities, exchange traded FX, and in Rates, US SFRM3 option, and in UK SONIA SFIM3 option.
  • Equities and FX CME will dominate from next week ahead of expiry.

Equity roll pace stands at:

  • VGA: 7%.
  • Dax: 5%.
  • FTSE: 6%.
  • ESA: 9%.
  • NQA: 9%.
  • DOW: 10%.

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