September 16, 2024 07:24 GMT
Equity Roll pace, Expiry Friday
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Some Desks might favour to take advantage of the quieter start of the Week to roll their position. Around 40% of the front Month volume in VGA is spread related, and for the US ESA, 76% looks to be spread related.
- S&P: 30%.
- NQA: 23%.
- DOW: 28%.
- VGA: 16%.
- DAX: 12%.
- FTSE: 16%.
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