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Volumes are mostly spread related in early trade

BONDS

Early volumes are mostly desk rolling March positions into the June contract, with expiry on the 8th March.

Most spread are into the 80% completion:

  • Buxl: 77%.
  • Bund: 81%.
  • Bobl: 78%.
  • Schatz: 86%.
  • BTP: 84%.
  • BTS: 82%
  • OAT: 83%.

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