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10yr Sep/Dec lifted for 19 in 13k

  • As noted during the European open, expect US rolls to start picking up this week, with 1st notice on the 31st August
  • TYU1/Z1 trades again (bought) for 19 in 13k.
  • The spread has traded 62k outright, while Dec sees 81.5k lots traded so far.
  • 10yr roll pace stands at 5%

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