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BONDS: EUREX ROLL PACE

BONDS

It is fairly early for EUREX Rolls, but they have traded a little today, 47.8k outright spread in Bund so far to the sell side. Expiry is the 6th December.

  • Buxl: 9%.
  • Bund: 10%.
  • Bobl: 12%.
  • Schatz: 5%.
  • BTP: 3%.
  • BTS: 1%.
  • OAT: 7%.
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It is fairly early for EUREX Rolls, but they have traded a little today, 47.8k outright spread in Bund so far to the sell side. Expiry is the 6th December.

  • Buxl: 9%.
  • Bund: 10%.
  • Bobl: 12%.
  • Schatz: 5%.
  • BTP: 3%.
  • BTS: 1%.
  • OAT: 7%.