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Equities will be the next asset to roll

CROSS ASSET

Eurex roll are all but done, and next assets to roll will be Equities, followed by Exchange Traded FX.

Suspect that some Investors will wait to get the NFP out of the way, with the pace of Equity roll to pick up next week.

This will be triple witching for Equities on the 15th December, and taking a quick look at the SPX, there's 2.67T worth of option expiry.

Investors will be closing, rolling Positions next week.
  • Buxl: 90%.
  • Bund: 90%.
  • Bobl: 95%.
  • Schatz: 90%.
  • BTP: 90%.
  • BTS: 82%.
  • OAT: 96%.

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