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***Latest one week changes in Mar-18 open......>

EGBS
EGBS: ***Latest one week changes in Mar-18 open interest versus market
direction.
*....................Pr Chnge 1wk...OI Chng 1wk..Trade
*Schatz..................0.03........1.8%........set longs
*Bobl....................0.06........5.0%........set longs
*Bund....................0.27.......-1.6%........short cover
*Buxl....................0.84........1.8%........set longs
*BTP.....................0.94........0.6%........set longs
*Bonos...................0.80........2.0%........set longs
*OAT.....................0.37.......-1.5%........short cover
*Gilts..................-0.23.......-2.0%........reduce longs
- Note the very large rise in Bobl open interest over the past week of 5%
alongside a bullish market and subtle outperformance of the belly against the
wings. The Gilt market is another outlier with a big underperformance
accompanied by a 2% decline in open interest, implying that longs have been cut.

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