FRANCE AUCTION RESULTS: Decent MT OAT Auction

Apr-17 09:03

You are missing out on very valuable content.

Looks like a decent French auction, with the top of the E10-12bln range sold and healthy bid-to-cove...

Historical bullets

EQUITIES: Roll Pace Update

Mar-18 09:02

Equity Roll Pace: March is still front Month but not by much, all the volumes in Futures are all spread related, June could become front as early as Tomorrow.

  • ESA: 61%.
  • NQA; 51%.
  • DOW: 66%.
  • VGA: 37% (as of Yesterday for the EU).
  • DAX: 28%.
  • FTSE: 44%.

EQUITIES: BNP single Stock Option

Mar-18 08:59

BNP (19th Dec) 74/60ps, sold at 4.55 in 2k.

EURIBOR OPTIONS: Put fly buyer

Mar-18 08:56

ERK5 97.6875/97.5625/97.4375p fly, bought for 1.75 in 6k.