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EU Delta Hedging equivalent

BONDS
SUPPLY (Delta hedging equivalent):
  • TODAY: EU 2033, 2029 EU4bn combined (Equates combined 24.3k Bund).
  • TUESDAY: Netherlands EU2bn 30yr (Equates to 9.2k Buxl). UK £2.25bn 2053 (Equates to 37.5k Gilt).
  • WEDNESDAY: Germany 10yr Bund EU4bn (Equates to 30.25k Bund). UK £3.75bn 2027 (Equates to 13k Gilt).
  • THURSDAY: Spain 2029, 2033, 2048, France 2026, 2029, plus 2038, 2053 linkers.

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