Free Trial

Eurex Z8/H9 futures roll update: Rolling......>

BONDS
BONDS: Eurex Z8/H9 futures roll update: Rolling continued apace Monday as First
Notice date on Thurs Dec 6 approaches. 
- Around 60%+ completed for most contracts by MNI estimates as of end-Monday.
- Heavy volume Tuesday(DUZ8DUH9 volume at 444k for today so far, was only 175k
same time Monday) suggests we will be nearly done by Wednesday.
- Roll compl. estimate as % of open interest at end-Dec 3/Perc. change on Dec 3:
DE - Schatz (2Y). . .64.2% / 26.7%
DE - Bobl (5Y). . .59.4% / 26.7%
DE - Bund (10Y). . .59.6% / 23.6%
DE - Buxl (30Y). . .49.0% / 22.9%
IT - BTP (10Y). . .64.4% / 18.6%
FR - OAT (10Y). . .63.1% / 18.9%

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.