May 29, 2024 13:08 GMT
Spread extends to session high
SCHATZ
- As expected, Schatz roll has started to pick up, with 13.9k spread trading on legs.
- Schatz does usually lead in the pace of Eurex rolls, and close to a third of the June volume is now spread related, and is seeing better buying interest, testing a spread high of -26 from a -35.5 low 9 sessions ago.
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