August 28, 2024 13:25 GMT
EUREX ROLLS
BONDS
- Still a little early for Eurex Roll, but Schatz tends to lead the pace, which looks to be the case today.
- An hour ago saw 12k total trading on legs (4x 4k block trades).
- The spread has so far traded for ~39k outright spread today, and is being sold.
MS Eurex spread views:
- Buxl: Neutral.
- Bund: Neutral.
- Bobl: Neutral.
- Schatz: Bearish.
- BTP: Slightly bearish.
- OAT: Slightly bearish.
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