September 16, 2024 12:27 GMT
Roll pace update
EQUITIES
- Some desks are taking the opportunity of the quieter start of the Week to roll Sep positions into Dec, ahead of the Fed.
- Just taking the Emini as an example, ~90% of the front Month Volume in ESA is spread related, Estoxx (VGA) now stands at circa 75%, vs 40% on the European open.
Pace:
- S&P: 33%.
- NQA: 25%.
- DOW: 30%.
- VGA: 25%.
- DAX: 18%.
- FTSE: 23%.
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