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BofA Weigh In On Futures Rolls

AUSSIE BONDS

Bank of America see “less pressure for both YM and XM rolls to shift left into expiry. The 3s-10s futures curve should reset flatter after the rollover and the likely skew towards shorts indicates that longs should roll late and shorts should roll early.”

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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