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EUREX ROLL PACE

BONDS

EUREX ROLLS: All below pace, BUT no surprises, with investors favouring to hold ahead of the busy week.

There's some early pick up in pace, in shorter end, with half the front Month Volume in Bobl spread related and just under half in Schatz, expect for these to pick up across Eurex now:

  • Buxl: 14% (below pace).
  • Bund: 13% (below pace).
  • Bobl: 25%.
  • Schatz: 17% (below pace).
  • BTP: 12% (below pace).
  • BTS; 16% (below pace).
  • OAT: 12% (below pace).

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