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BTP 2yr vs Schatz 2yr

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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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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.