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Spread are active this morning

EQUITIES

Estoxx spread is quite active this morning, already traded 100k outright, and to the buy side.
Market has jumped to 60/60.25 vs a 59.25 settlement.

Roll pace (expiry next Friday):

  • SPX: 12%.
  • NQA: 7% (below pace).
  • DOW: 10%.
  • Estoxx: 16%.
  • Dax: 7%.
  • FTSE: 7%.

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