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Jun’26 Arb (RBOB – EBOB Swaps)

In this edition, we look at the M1 Transatlantic Gasoline Arb.
Published: May 8, 2026
Written by:
Vincent Wu

Vincent Wu

Research Associate, Flux
Vincent Wu
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In this publication, we leverage Onyx’s proprietary Commitment of Traders data in order to identify changes in swap Open Interest and Positioning against Onyx with a view, in conjunction with long/short entry price levels and volatility analysis, to identify potential continuation or reversal trends.

In this edition, we look at the M1 Transatlantic Gasoline Arb.

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