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Roll pace update

EQUITIES
  • European Spreads saw Stoxx600 sold in 24.3k on legs to print a new low few minutes ago.
  • VGH4/VGM4 is seeing some buying after it printed a low of 42.50 earlier, and close to a Million spreads have traded in VGA so far today.

Roll pace:

  • Emini: 32%.
  • Nasdaq: 20% (below pace).
  • Dow: 23% (below pace).
  • Estoxx: 36%.
  • Dax: 21% (below pace).
  • FTSE: 11% (below pace).
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  • European Spreads saw Stoxx600 sold in 24.3k on legs to print a new low few minutes ago.
  • VGH4/VGM4 is seeing some buying after it printed a low of 42.50 earlier, and close to a Million spreads have traded in VGA so far today.

Roll pace:

  • Emini: 32%.
  • Nasdaq: 20% (below pace).
  • Dow: 23% (below pace).
  • Estoxx: 36%.
  • Dax: 21% (below pace).
  • FTSE: 11% (below pace).