curveglobal markets trading summary · 2021. 8. 3. · curveglobal markets 03/08/2021 trading...
TRANSCRIPT
CurveGlobal Markets
03/08/2021
Trading Summary
Volume SummaryPrevious Business Day
Products On BookVolume
Basis TradesVolume
BlockVolume
TotalVolume
OpenInterest *
OpenInterest *
TotalVolume
OIChange
Total VolumeChange
Long Term Interest Rate Derivatives 0 0 0
Bobl Future 0 0 0
Bund Future 0 0 0
Long Gilt Future 0 0 0
Schatz Future 0 0 0
Short Term Interest Rate Derivatives 43,557 43,557 439,517 437,388 46,587 2,129 -3,030
1M Three Month SONIA Future 9,951 9,951 26,345 24,540 6,823 1,805 3,128
1M Three Month Sterling Future 2,825 2,825 38,067 38,393 4,675 -326 -1,850
3M One Month SONIA Future 15 15 0
One Month SONIA Future 0 0 0
Three Month Euribor Future 1,660 1,660 128,981 129,434 1,170 -453 490
Three Month SONIA Future 19,211 19,211 51,986 51,766 24,532 220 -5,321
Three Month Sterling Future 9,910 9,910 194,123 193,240 9,387 883 523
Total 43,557 43,557 439,517 437,388 46,587 2,129 -3,030
1
CurveGlobal Markets
03/08/2021
Trading Summary
Long Term Interest Rate DerivativesSchatz FutureSchatz Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
SCH1U 8 Sep 2021 112.3725 0 112.3725 0 0.0000 0
SCH1Z 8 Dec 2021 112.3850 0 112.3700 0 0.0150 0
SCH2H 8 Mar 2022 113.6900 0 113.6775 0 0.0125 0
Total 0 0 0Bund FutureBund Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
BND1U 8 Sep 2021 176.9700 0 176.8250 0 0.1450 0
BND1Z 8 Dec 2021 174.0600 0 173.9100 0 0.1500 0
BND2H 8 Mar 2022 176.1900 0 176.0450 0 0.1450 0
Total 0 0 0Bobl FutureBobl Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
BBL1U 8 Sep 2021 135.4350 0 135.4050 0 0.0300 0
BBL1Z 8 Dec 2021 136.2400 0 136.1850 0 0.0550 0
BBL2H 8 Mar 2022 135.1650 0 135.1550 0 0.0100 0
Total 0 0 0
Long Gilt FutureLong Gilt Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
GLT1U 28 Sep 2021 130.3150 0 130.0500 0 0.2650 0
GLT1Z 29 Dec 2021 129.2900 0 129.0300 0 0.2600 0
GLT2H 29 Mar 2022 128.2900 0 128.1200 0 0.1700 0
Total 0 0 0
2
CurveGlobal Markets
03/08/2021
Trading Summary
Short Term Interest Rate DerivativesThree Month Euribor FutureThree Month Euribor Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
EUI1Q 16 Aug 2021 100.5500 0 100.5450 0 0.0050 0
EUI1U 13 Sep 2021 100.5400 20,057 100.5400 20,057 0.0000 0
EUI1V 18 Oct 2021 100.5500 0 100.5450 0 0.0050 0
EUI1X 15 Nov 2021 100.5500 0 100.5450 0 0.0050 0
EUI1Z 13 Dec 2021 100.5450 14,127 100.5450 14,127 0.0000 0
EUI2F 17 Jan 2022 100.5500 0 100.5450 0 0.0050 0
EUI2H 14 Mar 2022 100.5450 15,004 100.5450 15,004 0.0000 0
EUI2M 13 Jun 2022 100.5400 100.535 100.535 100.535 100.535 201 12,431 100.5300 126 12,557 0.0100 -126
EUI2U 19 Sep 2022 100.5250 100.520 100.525 100.525 100.520 321 12,333 100.5200 210 12,543 0.0050 -210
EUI2Z 19 Dec 2022 100.5100 100.505 100.505 100.505 100.505 201 11,254 100.5050 11,254 0.0050 0
EUI3H 13 Mar 2023 100.4900 7,741 100.4850 113 7,847 0.0050 -106
EUI3M 19 Jun 2023 100.4750 100.470 100.475 100.475 100.470 311 11,411 100.4700 101 11,411 0.0050 0
EUI3U 18 Sep 2023 100.4550 100.455 100.455 100.455 100.455 51 8,203 100.4450 48 8,202 0.0100 1
EUI3Z 18 Dec 2023 100.4350 100.435 100.435 100.435 100.435 3 5,016 100.4200 89 5,016 0.0150 0
EUI4H 18 Mar 2024 100.4000 100.400 100.405 100.405 100.400 223 6,773 100.3950 207 6,773 0.0050 0
EUI4M 17 Jun 2024 100.3800 100.380 100.380 100.380 100.380 330 2,560 100.3700 196 2,560 0.0100 0
EUI4U 16 Sep 2024 100.3500 210 100.3450 42 252 0.0050 -42
EUI4Z 16 Dec 2024 100.3150 100.315 100.315 100.315 100.315 19 967 100.3050 38 937 0.0100 30
EUI5H 17 Mar 2025 100.2850 381 100.2800 381 0.0050 0
EUI5M 16 Jun 2025 100.2550 188 100.2450 188 0.0100 0
EUI5U 15 Sep 2025 100.2200 92 100.2100 92 0.0100 0
EUI5Z 15 Dec 2025 100.1850 124 100.1750 124 0.0100 0
EUI6H 16 Mar 2026 100.1450 60 100.1350 60 0.0100 0
EUI6M 15 Jun 2026 100.1050 49 100.0950 49 0.0100 0
EUI6U 14 Sep 2026 100.0750 0 100.0600 0 0.0150 0
EUI6Z 14 Dec 2026 100.0350 0 100.0200 0 0.0150 0
EUI7H 15 Mar 2027 99.9950 0 99.9800 0 0.0150 0
EUI7M 14 Jun 2027 99.9550 0 99.9400 0 0.0150 0
Total 1,660 128,981 1,170 129,434 -453
Three Month Sterling Future3
CurveGlobal Markets
03/08/2021
Trading Summary
Three Month Sterling FutureThree Month Sterling Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
STL1Q 18 Aug 2021 99.9200 0 99.9250 0 -0.0050 0
STL1U 15 Sep 2021 99.9150 301 38,769 99.9200 1,400 38,683 -0.0050 86
STL1V 20 Oct 2021 99.9100 0 99.9100 0 0.0000 0
STL1Z 15 Dec 2021 99.8900 955 21,250 99.8850 958 20,928 0.0050 322
STL2H 16 Mar 2022 99.7450 1,575 11,000 99.7500 1,076 10,938 -0.0050 62
STL2M 15 Jun 2022 99.6550 99.660 99.660 99.660 99.660 2,170 10,385 99.6600 832 10,385 -0.0050 0
STL2U 21 Sep 2022 99.6000 99.595 99.605 99.605 99.595 2,102 19,807 99.6000 445 19,890 0.0000 -83
STL2Z 21 Dec 2022 99.5650 99.555 99.560 99.560 99.555 886 35,333 99.5550 394 35,549 0.0100 -216
STL3H 15 Mar 2023 99.5150 99.520 99.520 99.520 99.520 119 5,592 99.5150 103 5,603 0.0000 -11
STL3M 21 Jun 2023 99.4900 99.485 99.490 99.490 99.485 134 11,570 99.4750 263 11,610 0.0150 -40
STL3U 20 Sep 2023 99.4500 99.435 99.435 99.435 99.435 73 7,981 99.4400 524 8,233 0.0100 -252
STL3Z 20 Dec 2023 99.4150 99.410 99.415 99.420 99.395 249 7,831 99.4050 1,167 7,673 0.0100 158
STL4H 20 Mar 2024 99.3900 99.375 99.375 99.375 99.375 505 9,190 99.3750 1,136 8,712 0.0150 478
STL4M 19 Jun 2024 99.3550 540 3,944 99.3550 747 3,626 0.0000 318
STL4U 18 Sep 2024 99.3350 99.325 99.325 99.325 99.325 265 3,595 99.3200 281 3,508 0.0150 87
STL4Z 18 Dec 2024 99.3100 30 3,994 99.2950 57 4,021 0.0150 -27
STL5H 19 Mar 2025 99.2950 99.280 99.280 99.280 99.280 1 1,787 99.2850 1,787 0.0100 0
STL5M 18 Jun 2025 99.2800 99.280 99.280 99.280 99.280 4 1,018 99.2650 3 1,018 0.0150 0
STL5U 17 Sep 2025 99.2650 395 99.2500 395 0.0150 0
STL5Z 17 Dec 2025 99.2350 99.235 99.235 99.235 99.235 1 137 99.2250 137 0.0100 0
STL6H 18 Mar 2026 99.2200 99 99.2050 1 98 0.0150 1
STL6M 17 Jun 2026 99.2050 86 99.1750 86 0.0300 0
STL6U 16 Sep 2026 99.1800 120 99.1550 120 0.0250 0
STL6Z 16 Dec 2026 99.1650 210 99.1400 210 0.0250 0
STL7H 17 Mar 2027 99.1300 30 99.1000 30 0.0300 0
STL7M 16 Jun 2027 99.1050 0 99.0800 0 0.0250 0
Total 9,910 194,123 9,387 193,240 883Three Month SONIA Future
4
CurveGlobal Markets
03/08/2021
Trading Summary
Three Month SONIA Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
SON1K 18 Aug 2021 99.9500 0 99.9500 0 0.0000 0
SON1M 15 Sep 2021 99.9500 3,665 99.9500 3,665 0.0000 0
SON1N 20 Oct 2021 99.9500 0 99.9450 0 0.0050 0
SON1Q 17 Nov 2021 99.9450 0 99.9450 0 0.0000 0
SON1U 15 Dec 2021 99.9400 99.940 99.940 99.940 99.940 842 3,090 99.9450 68 3,026 -0.0050 64
SON1V 19 Jan 2022 99.9400 0 99.9400 0 0.0000 0
SON1Z 16 Mar 2022 99.9250 99.925 99.925 99.930 99.925 2,255 5,356 99.9250 858 4,943 0.0000 413
SON2H 15 Jun 2022 99.8650 99.865 99.865 99.865 99.860 3,130 5,868 99.8650 574 5,519 0.0000 349
SON2M 21 Sep 2022 99.7800 99.780 99.780 99.780 99.780 3,847 3,927 99.7800 1,700 4,218 0.0000 -291
SON2U 21 Dec 2022 99.7250 99.720 99.720 99.720 99.720 3,650 7,711 99.7100 1,450 7,665 0.0150 46
SON2Z 15 Mar 2023 99.6750 1,938 2,520 99.6700 1,603 2,708 0.0050 -188
SON3H 21 Jun 2023 99.6350 99.640 99.640 99.640 99.640 805 3,490 99.6350 1,331 3,160 0.0000 330
SON3M 20 Sep 2023 99.6100 99.605 99.610 99.615 99.605 375 2,460 99.5950 571 2,284 0.0150 176
SON3U 20 Dec 2023 99.5650 99.570 99.565 99.570 99.565 155 1,526 99.5600 870 1,653 0.0050 -127
SON3Z 20 Mar 2024 99.5350 335 2,863 99.5150 3,100 3,384 0.0200 -521
SON4H 19 Jun 2024 99.5050 655 758 99.5000 5,887 1,305 0.0050 -547
SON4M 18 Sep 2024 99.4800 723 3,172 99.4700 4,974 2,776 0.0100 396
SON4U 18 Dec 2024 99.4550 371 2,926 99.4450 1,545 2,806 0.0100 120
SON4Z 19 Mar 2025 99.4300 90 1,407 99.4200 1,407 0.0100 0
SON5H 18 Jun 2025 99.4200 30 656 99.4000 656 0.0200 0
SON5M 17 Sep 2025 99.3950 10 268 99.3850 1 268 0.0100 0
SON5U 17 Dec 2025 99.3850 78 99.3700 78 0.0150 0
SON5Z 18 Mar 2026 99.3600 43 99.3450 43 0.0150 0
SON6H 17 Jun 2026 99.3400 37 99.3250 37 0.0150 0
SON6M 16 Sep 2026 99.3250 48 99.2950 48 0.0300 0
SON6U 16 Dec 2026 99.3000 66 99.2750 66 0.0250 0
SON6Z 17 Mar 2027 99.2800 20 99.2550 20 0.0250 0
SON7H 16 Jun 2027 99.2450 31 99.2200 31 0.0250 0
SON7M 15 Sep 2027 99.2250 0 99.2000 0 0.0250 0
Total 19,211 51,986 24,532 51,766 220One Month SONIA Future
5
CurveGlobal Markets
03/08/2021
Trading Summary
One Month SONIA Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
OSN1N 18 Aug 2021 99.9500 0 99.9500 0 0.0000 0
OSN1Q 15 Sep 2021 99.9500 0 99.9500 0 0.0000 0
OSN1U 20 Oct 2021 99.9450 0 99.9450 0 0.0000 0
OSN1V 17 Nov 2021 99.9450 0 99.9450 0 0.0000 0
OSN1X 15 Dec 2021 99.9400 0 99.9400 0 0.0000 0
OSN1Z 19 Jan 2022 99.9350 0 99.9400 0 -0.0050 0
OSN2F 16 Feb 2022 99.9250 0 99.9250 0 0.0000 0
OSN2G 16 Mar 2022 99.9050 0 99.9050 0 0.0000 0
OSN2H 20 Apr 2022 99.8950 0 99.8950 0 0.0000 0
OSN2J 18 May 2022 99.8650 0 99.8600 0 0.0050 0
OSN2K 15 Jun 2022 99.8250 0 99.8250 0 0.0000 0
OSN2M 20 Jul 2022 99.8100 0 99.8100 0 0.0000 0
OSN2N 17 Aug 2022 99.7800 0 99.7800 0 0.0000 0
Total 0 0 03M One Month SONIA Future
6
CurveGlobal Markets
03/08/2021
Trading Summary
3M One Month SONIA Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
OSA1N 18 Aug 2021 99.9500 0 99.9500 0 0.0000 0
OSA1Q 15 Sep 2021 99.9500 0 99.9500 0 0.0000 0
OSA1U 20 Oct 2021 99.9450 0 99.9450 0 0.0000 0
OSA1V 17 Nov 2021 99.9450 0 99.9450 0 0.0000 0
OSA1X 15 Dec 2021 99.9400 15 99.9400 15 0.0000 0
OSA1Z 19 Jan 2022 99.9350 0 99.9400 0 -0.0050 0
OSA2F 16 Feb 2022 99.9250 0 99.9250 0 0.0000 0
OSA2G 16 Mar 2022 99.9050 0 99.9050 0 0.0000 0
OSA2H 20 Apr 2022 99.8950 0 99.8950 0 0.0000 0
OSA2J 18 May 2022 99.8650 0 99.8600 0 0.0050 0
OSA2K 15 Jun 2022 99.8250 0 99.8250 0 0.0000 0
OSA2M 20 Jul 2022 99.8100 0 99.8100 0 0.0000 0
OSA2N 17 Aug 2022 99.7800 0 99.7800 0 0.0000 0
Total 15 15 01M Three Month Sterling Future
7
CurveGlobal Markets
03/08/2021
Trading Summary
1M Three Month Sterling Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
STG1Q 18 Aug 2021 99.9200 0 99.9250 0 -0.0050 0
STG1U 15 Sep 2021 99.9150 146 1,348 99.9200 145 1,301 -0.0050 47
STG1V 20 Oct 2021 99.9100 0 99.9100 0 0.0000 0
STG1Z 15 Dec 2021 99.8900 464 2,670 99.8850 590 2,535 0.0050 135
STG2H 16 Mar 2022 99.7450 516 1,919 99.7500 547 2,072 -0.0050 -153
STG2M 15 Jun 2022 99.6550 99.660 99.660 99.660 99.660 226 3,058 99.6600 348 3,060 -0.0050 -2
STG2U 21 Sep 2022 99.6000 99.600 99.600 99.600 99.600 100 1,119 99.6000 201 1,125 0.0000 -6
STG2Z 21 Dec 2022 99.5650 99.555 99.560 99.560 99.555 97 1,670 99.5550 142 1,643 0.0100 27
STG3H 15 Mar 2023 99.5150 99.510 99.520 99.520 99.510 204 3,839 99.5150 71 3,839 0.0000 0
STG3M 21 Jun 2023 99.4900 99.475 99.485 99.490 99.475 183 2,782 99.4750 190 2,768 0.0150 14
STG3U 20 Sep 2023 99.4500 99.435 99.450 99.455 99.435 42 3,606 99.4400 78 3,580 0.0100 26
STG3Z 20 Dec 2023 99.4150 99.405 99.415 99.415 99.395 107 4,079 99.4050 489 4,102 0.0100 -23
STG4H 20 Mar 2024 99.3900 99.385 99.395 99.395 99.375 374 4,400 99.3750 979 4,650 0.0150 -250
STG4M 19 Jun 2024 99.3550 99.360 99.360 99.360 99.360 160 3,205 99.3550 681 3,311 0.0000 -106
STG4U 18 Sep 2024 99.3350 65 2,506 99.3200 213 2,541 0.0150 -35
STG4Z 18 Dec 2024 99.3100 99.305 99.305 99.305 99.305 61 1,283 99.2950 1,283 0.0150 0
STG5H 19 Mar 2025 99.2950 60 345 99.2850 345 0.0100 0
STG5M 18 Jun 2025 99.2800 20 29 99.2650 1 29 0.0150 0
STG5U 17 Sep 2025 99.2650 40 99.2500 40 0.0150 0
STG5Z 17 Dec 2025 99.2350 66 99.2250 66 0.0100 0
STG6H 18 Mar 2026 99.2200 12 99.2050 12 0.0150 0
STG6M 17 Jun 2026 99.2050 6 99.1750 6 0.0300 0
STG6U 16 Sep 2026 99.1800 0 99.1550 0 0.0250 0
STG6Z 16 Dec 2026 99.1650 75 99.1400 75 0.0250 0
STG7H 17 Mar 2027 99.1300 10 99.1000 10 0.0300 0
STG7M 16 Jun 2027 99.1050 0 99.0800 0 0.0250 0
Total 2,825 38,067 4,675 38,393 -3261M Three Month SONIA Future
8
CurveGlobal Markets
03/08/2021
Trading Summary
1M Three Month SONIA Future Previous Business Day
Instrument ExpirationDate DSP EDSP Open Last High Low Total
VolumeBlock
Volume
BasisTrade
Volume
OpenInterest * DSP Volume Open
Interest *DSP
ChangeOI
Change
SNA1K 18 Aug 2021 99.9500 0 99.9500 0 0.0000 0
SNA1M 15 Sep 2021 99.9500 572 99.9500 572 0.0000 0
SNA1N 20 Oct 2021 99.9500 0 99.9450 0 0.0050 0
SNA1Q 17 Nov 2021 99.9450 0 99.9450 0 0.0000 0
SNA1U 15 Dec 2021 99.9400 403 1,023 99.9450 54 991 -0.0050 32
SNA1V 19 Jan 2022 99.9400 0 99.9400 0 0.0000 0
SNA1Z 16 Mar 2022 99.9250 99.925 99.925 99.925 99.925 1,789 2,246 99.9250 202 2,124 0.0000 122
SNA2H 15 Jun 2022 99.8650 99.865 99.865 99.865 99.860 2,810 5,753 99.8650 391 5,753 0.0000 0
SNA2M 21 Sep 2022 99.7800 99.780 99.775 99.780 99.775 2,604 2,884 99.7800 540 2,738 0.0000 146
SNA2U 21 Dec 2022 99.7250 99.720 99.720 99.720 99.720 1,392 3,052 99.7100 460 2,999 0.0150 53
SNA2Z 15 Mar 2023 99.6750 99.680 99.680 99.680 99.680 536 902 99.6700 452 822 0.0050 80
SNA3H 21 Jun 2023 99.6350 99.640 99.640 99.640 99.635 264 1,150 99.6350 271 1,287 0.0000 -137
SNA3M 20 Sep 2023 99.6100 99.605 99.610 99.610 99.595 130 263 99.5950 83 304 0.0150 -41
SNA3U 20 Dec 2023 99.5650 99.570 99.570 99.570 99.570 3 665 99.5600 91 648 0.0050 17
SNA3Z 20 Mar 2024 99.5350 99.520 99.530 99.530 99.520 2 1,939 99.5150 632 1,851 0.0200 88
SNA4H 19 Jun 2024 99.5050 1,562 99.5000 1,567 1,189 0.0050 373
SNA4M 18 Sep 2024 99.4800 99.465 99.480 99.480 99.465 12 1,790 99.4700 1,544 1,006 0.0100 784
SNA4U 18 Dec 2024 99.4550 4 1,222 99.4450 536 934 0.0100 288
SNA4Z 19 Mar 2025 99.4300 99.410 99.410 99.410 99.410 2 810 99.4200 810 0.0100 0
SNA5H 18 Jun 2025 99.4200 366 99.4000 366 0.0200 0
SNA5M 17 Sep 2025 99.3950 88 99.3850 88 0.0100 0
SNA5U 17 Dec 2025 99.3850 10 99.3700 10 0.0150 0
SNA5Z 18 Mar 2026 99.3600 6 99.3450 6 0.0150 0
SNA6H 17 Jun 2026 99.3400 0 99.3250 0 0.0150 0
SNA6M 16 Sep 2026 99.3250 7 99.2950 7 0.0300 0
SNA6U 16 Dec 2026 99.3000 6 99.2750 6 0.0250 0
SNA6Z 17 Mar 2027 99.2800 20 99.2550 20 0.0250 0
SNA7H 16 Jun 2027 99.2450 9 99.2200 9 0.0250 0
SNA7M 15 Sep 2027 99.2250 0 99.2000 0 0.0250 0
Total 9,951 26,345 6,823 24,540 1,805
* Please note that Open Interest statistics are reported with one day lag.9
CurveGlobal Markets
03/08/2021
Trading Summary
This report is for information only. London Stock Exchange Group has made reasonable efforts to ensure that the information contained in this report is correct at the time of printing, but shall not be liable for any decisions made in reliance on it. It doesnot constitute investment advice, nor is it intended to constitute an invitation or inducement to engage in any investment activity.
* Please note that Open Interest statistics are reported with one day lag.
10
CurveGlobal Markets
03/08/2021
Trading Summary
Strategy Instruments
Three Month Sterling Future StrategyStrategy Type Instrument Expiration Date Quantity Traded
Butterfly STL_FC_A5RVD0 15/06/2022 207
Calendar Spread STL+2H-2M 16/03/2022 50
Calendar Spread STL+2H-3H 16/03/2022 15
Calendar Spread STL+3H-3M 15/03/2023 13
Calendar Spread STL+2M-3M 15/06/2022 6
Calendar Spread STL+2M-2Z 15/06/2022 1
Pack STL+12H-32M+32U-12Z 16/03/2022 451
Pack STL+11U-31Z+32H-12M 15/09/2021 301
Pack STL+13Z-34H+34M-14U 20/12/2023 150
Pack STL+11Z-32H+32M-12U 15/12/2021 52
Pack STL+12M-32U+32Z-13H 15/06/2022 30
Pack STL+14H-34M+34U-14Z 20/03/2024 30
Pack STL+12U-32Z+33H-13M 21/09/2022 20
Pack STL+13M-33U+33Z-14H 21/06/2023 20
6
CurveGlobal Markets
03/08/2021
Trading Summary
Three Month SONIA Future StrategyStrategy Type Instrument Expiration Date Quantity Traded
Butterfly SON_FC_AFR380 15/12/2021 328
Butterfly SON_FC_AFR580 15/06/2022 60
Butterfly SON_FC_AFR880 15/03/2023 40
Butterfly SON_FC_AFR780 21/12/2022 28
Butterfly SON_FC_AFR680 21/09/2022 16
Butterfly SON_FC_AFRB80 20/12/2023 2
Calendar Spread SON+2U-2Z 21/12/2022 110
Calendar Spread SON+1Z-2H 16/03/2022 45
Calendar Spread SON+1U-1Z 15/12/2021 43
Calendar Spread SON+2Z-3M 15/03/2023 40
Calendar Spread SON+2H-2U 15/06/2022 8
Pack SON+12H-32M+32U-12Z 15/06/2022 947
Pack SON+11U-31Z+32H-12M 15/12/2021 466
Pack SON+12U-32Z+33H-13M 21/12/2022 213
Pack SON+13Z-34H+34M-14U 20/03/2024 181
Pack SON+11Z-32H+32M-12U 16/03/2022 86
Pack SON+14H-34M+34U-14Z 19/06/2024 60
Pack SON+13M-33U+33Z-14H 20/09/2023 50
Pack SON+12M-32U+32Z-13H 21/09/2022 30
Pack SON+14U-34Z+35H-15M 18/12/2024 10
7
CurveGlobal Markets
03/08/2021
Trading Summary
Three Month Euribor Future StrategyStrategy Type Instrument Expiration Date Quantity Traded
Butterfly EUI_FC_A4R661 13/06/2022 100
Calendar Spread EUI+4H-4M 18/03/2024 80
Inter Commodity Spread FuturesStrategy Type Instrument Expiration Date Quantity Traded
Inter Commodity Spread SON-STL_2U 21/09/2022 136
Inter Commodity Spread SON-STL_2M 15/06/2022 16
This report is for information only. London Stock Exchange Group has made reasonable efforts to ensure that the information contained in this report is correct at the time of printing, but shall not be liable for any decisions made in reliance on it. It doesnot constitute investment advice, nor is it intended to constitute an invitation or inducement to engage in any investment activity.
8