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Anne Karina Asbjorn and Andy Chaytor of.......>

GILTS: Anne Karina Asbjorn and Andy Chaytor of Nomura think the underlying CTD
for the June Gilt future will remain the same and therefore think positioning
will be important for the upcoming calendar roll.
- "We are mildly bullish on the calendar spread and we advocate buying it, i.e.,
shorts to roll early and longs to roll late. We expect the calendar spread to
widen from 98 to 101 ticks" Nomura say.

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