• Continued selling in the Gilt spread, after it traded to a high of 126 on Friday, the spread is now trading a 62, after printing a 60 low today.
  • Half the front Month volume is roll related, traded 98.6k outright.

Chart source: MNI/Bloomberg

GILTS: Continued selling in the Gilt roll

Last updated at:Feb-22 11:23By: Fabrice Ben Hassine
  • Continued selling in the Gilt spread, after it traded to a high of 126 on Friday, the spread is now trading a 62, after printing a 60 low today.
  • Half the front Month volume is roll related, traded 98.6k outright.

Chart source: MNI/Bloomberg