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Europe Roll Update: Buxl On The Move


We're about one-quarter the way through the Buxl roll per our estimates, and over 10% the way through the Dec/Mar roll for EGB contracts apart from BTPs. First notice date for Dec20 contracts is Dec 8.

Today's Roll Completion % EstimatePrev Session End-Day Roll Completion %1-Day pp Change
DE - Schatz (2Y)14.913.31.7
DE - Bobl (5Y)11.610.61.0
DE - Bund (10Y)18.714.64.1
DE - Buxl (30Y)
IT - BTP (10Y)
FR - OAT (10Y)12.811.31.6

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