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Eurex roll pace

BONDS
  • There has been some spread related trade, but still early for rolling into March 2023 in Eurex. Pace should start to really pick up next week, ahead of the last trading day on the 8th December.
  • Bund has traded 8.7k outright, Bobl 8.5k, and Schatz 7k.

Roll pace:

  • Buxl: 0.5%.
  • Bund: 4.5%.
  • Bobl: 6.1%.
  • Schatz: 5.0%.
  • BTP: 1.0%.
  • BTS: 9.0%.
  • OAT: 1.0%.
  • Gilt: 78.0%.

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