November 27, 2024 09:40 GMT
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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