September 03, 2024 07:14 GMT
EUREX ROLL PACE
BONDS
These should be active with some desks looking to roll ahead of the Labour data this week.
As noted on the Cash open, already 75% of the front month volume in Bund was already spread related.
- Buxl; 36%.
- Bund: 42%.
- Bobl: 44%.
- Schatz: 45%.
- BTP: 33%.
- BTS: 26% (below pace).
- OAT: 37%.
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