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Expiry Friday for Dec

EQUITIES

EQUITIES: With expiry Friday and plenty of risk events this week (Brexit, Fed, BoE) as we close out the year.

  • Expect rolling position into March to pick up.
  • Mini S&P future March is now front month, while Estoxx most active contract remains the Dec.

ROLL PACE:

  • S&P: 39%
  • NQ: 28%
  • DOW: 36%
  • Estoxx: 13%
  • DAX; 10%
  • FTSE:12%

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