July 02, 2024 07:25 GMT
BTP 2yr vs Schatz 2yr
BONDS
BTP short 2yr Basis trade, looking at weighing, this looks like it was done vs a Swap related Schatz trade, suggest cash seller vs Swap payer.
- BTSU4 (basis) 1.44k at 105.00.
- DUU4 (swap) 1.66k at 105.55.
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