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EUREX ROLL

BONDS

EUREX ROLL sees only light flow, with some desks likely on the sidelines ahead of European data Tomorrow and Thursday.

Looking at Bund only 20k outright spreads have traded, and likely a few more on legs, but nothing big:
  • Buxl: 5%.
  • Bund: 6%.
  • Bobl: 3%.
  • Schatz: 3%.
  • BTP: 3%.
  • BTS: 8%.

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