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A quick EGB M0/U0 roll update, with Gilts.....>

BONDS
BONDS: A quick EGB M0/U0 roll update, with Gilts all but done on First Notice
Day. Among EGB futures, Schatz roll is over 20% done, leading the pack - Buxl
lagging (1st notice = June 8).
- Roll completion estimate as % of open interest / Perc. change today:
* DE - Schatz (2Y). . .23.5% / 5.7%
* DE - Bobl (5Y). . .12.4% / 1.3%
* DE - Bund (10Y). . .13.3% / 2.7%
* DE - Buxl (30Y). . .2.0% / 0.5%
* IT - BTP (10Y). . .10.0% / 2.2%
* FR - OAT (10Y). . .11.1% / 3.2%

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