Free Trial

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.

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.