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Eurex rolls

BONDS
  • Some notable Volume for the US Govie session overnight and into the European early trade, already over 230k lots traded in the 10yr.
  • On this side of the Pond, fairly light so far in Eurex, spreads are also only trading in small clips so far, on legs and outright.

Pace:

  • Buxl: 20%.
  • Bund: 18%.
  • Bobl: 24%.
  • Schatz: 19%.
  • BTP: 23%.
  • BTS: 25%
  • OAT: 22%.

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