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BONDS: Eurex rolls

BONDS
  • Eurex rolls are still fairly subdued (expect for these to pick up next week), latest flow has seen better buying interest on the margin in Bund spread on legs, and the front month volume is still only less than 10% spread related.
  • French OAT has also seen some small spread buying on legs, which may have helped underpinned the contract in the past hour and a half.
  • Similar to Bund, the front Month is well under 10% of spread related volume.
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  • Eurex rolls are still fairly subdued (expect for these to pick up next week), latest flow has seen better buying interest on the margin in Bund spread on legs, and the front month volume is still only less than 10% spread related.
  • French OAT has also seen some small spread buying on legs, which may have helped underpinned the contract in the past hour and a half.
  • Similar to Bund, the front Month is well under 10% of spread related volume.