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Schatz spread finds some offers

SCHATZ
  • Schatz spread is now finding some offers, after printing a spread high of -24, now at -25/-24.5.Schatz roll pace leads today, helps explains the higher volumes versus the Bobl.
  • Bobl spread has so far seen a much more limited tight range, although there's still plenty of time, post the European and US Data Tomorrow and ahead of expiry on the 6th June.
  • Bobl spread has stayed in a 53/56 low/high range throughout the Month of May.

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