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EU and US Rolls

EQUITIES

Still early to roll into Sep expiry in Equities, will pick up next week.

VGA has still traded 19.7k outright, likely over 20k including on legs.

Pace:

  • VGA: 5%.
  • Dax: 4%.
  • FTSE: 6%.

For the US, looking at Emini, has only traded 4.8k outright, likely just over 10k including on legs.

Pace:

  • ESA: 5%.
  • NQA: 6%.
  • DOW: 4%.

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