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Roll pace

EQUITIES

Estoxx spread continues to lead the pace in Equities, started fairly early, given that expiry is still next week on the 15th March.

VGH4/VGM4 has printed a new low today at 44.25, and expect the pace for rolling position into June to really start picking up next week.

  • Emini: 8%.
  • Nasdaq: 3%.
  • Dow: 3%.
  • Estoxx: 13%.
  • Dax: 4%.
  • FTSE: 1%.

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