August 29, 2024 09:59 GMT
EUREX ROLL update
BONDS
EUREX ROLLS pace should start to pick up, Schatz normally tends to lead, and it is the case so far today, spread has traded ~64k outright but more have also likely been done on legs.
MS Eurex spread views:
- Buxl: Neutral.
- Bund: Neutral.
- Bobl: Neutral.
- Schatz: Bearish.
- BTP: Slightly bearish.
- OAT: Slightly bearish.
Soc Gen Views:
- Buxl: Slightly Bullish.
- Bund: Bullish.
- Bobl: Bullish.
- Schatz: Bullish.
- BTP: Neutral.
- OAT: Slightly Bullish.
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