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BONDS: US and UK roll update

BONDS
  • The December expiry is still front Month in Treasuries, but it won't be long for desks to start to looking at the March expiry, since they are rolling their positions earlier on a Thanks Giving Week.
  • The 5yr (FVA) and now the Ultra 10 lead the pace.

PACE:

  • Ultra 30: 76%.
  • TBond: 73%.
  • Ultra 10: 83%.
  • TYA: 79%.
  • FVA: 80%.
  • TUA: 78%.
  • Gilt: 73% (as of Yesterday).
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  • The December expiry is still front Month in Treasuries, but it won't be long for desks to start to looking at the March expiry, since they are rolling their positions earlier on a Thanks Giving Week.
  • The 5yr (FVA) and now the Ultra 10 lead the pace.

PACE:

  • Ultra 30: 76%.
  • TBond: 73%.
  • Ultra 10: 83%.
  • TYA: 79%.
  • FVA: 80%.
  • TUA: 78%.
  • Gilt: 73% (as of Yesterday).