Free Trial

Estoxx roll trades off the lows

EQUITIES
  • European Equity roll is far more subdued today, after seeing some notable pick up in Estoxx spread (VGA), which was accounting for around 20% of the front Month Volume Yesterday Morning, today only around 5% of the VGH4 volume is spread related.
  • The spread printed a 44.50 low Yesterday, settled at 45.00 and pace is projected at 13%, now trading at 45.25.

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.