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Eurex spreads are trading today

BONDS
  • Eurex spread are trading today.
  • A third of the front Month volume in Schatz is related to rolling into March 23, with 32.3k trading outright.

Roll pace as of yesterday:

  • Buxl: 7.5%.
  • Bund: 12.0%.
  • Bobl: 11.0%.
  • Schatz: 11.5%.
  • BTP: 8.0%.
  • BTS: 22.0%.
  • OAT: 15.0%.

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