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European Rates: Analysing Eurex futures roll

At Any Rate

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Analyzing Trading Dynamics of BTP and Futures Contracts

This chapter explores the trading dynamics of the 10-year BTP and three-year futures contracts, focusing on yield and calendar spreads. It presents a bearish outlook for the 10-year BTP calendar spread and examines the increasing open interest in 10-year OIT futures ahead of the futures roll.

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