October 09, 2024 10:11 GMT
BONDS: Latest Swap and Basis trades in Europe
BONDS
- Bund is stuck in 18 ticks range for over 3 hours, some two way flows in lower Volumes have been going through in that time.
- Most of the market colour of late is mostly in Cash and Swap related trades.
Bund and Bobl Swap suggested payer:
- RXZ4 967 at 133.65 and 1.45k at 133.68.
- OEZ4 3.61k at 119.20.
Schatz and OAT basis trade, suggest Cash seller:
- DUZ4 1.9k at 106.81.
- OATZ4 1.66k at 125.93.
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