May 30, 2024 12:19 GMT
EUREX ROLL (update)
BONDS
- Some desks have taken advantage of the quieter European data session and ahead of the EU CPIs and US Core PCE deflator Tomorrow to initiate some spreads, to roll into the September expiry.
Pace:
- Buxl: 20%
- Bund: 14%
- Bobl: 10%
- Schatz: 17%
- BTP: 10%
- OAT: 7%
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