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Eurex Rolls

BONDS
  • ROLL PACE: Gilt will be all but done by Tomorrow, Treasuries will likely see March front month from tomorrow, ahead of first notice on the 30th for the US.

For Eurex, pace should start picking towards the end of the week, with Desks likely holding ahead of the EU CPIs data starting Tomorrow, with Germany and Spain, and Portugal, Italy and EU on Thursday.

  • Buxl: 4%.
  • Bund: 6%.
  • Bobl: 3%.
  • Schatz: 3%.
  • BTP: 3%.
  • BTS: 8%.
  • OAT: 6%.

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