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Large roll goes through in Bobl

EGB FLOWS
  • Over 50k goes through in the Bobl spread at 74.
  • Over half the volumes in EGBs is roll related today.
  • Most will likely be done by US NFP Friday.

ROLL PACE:

  • Buxl: 15.0% vs 13.3% on open
  • Bund 30.0% vs 22.1%
  • Bobl: 21.0% vs 14.0%
  • Schatz: 36.0% 32.0%
  • OAT: 17% vs 15.0%
  • BTP; 15% vs 11.0%
  • BTPS; 10% vs 6.5%

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