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Day ahead

US TSYS
We have a few US data to take in today, IJC, 2nd reading for GDP QoQ, Core PCE, and prelim Durable goods orders, ahead of the FOMC minutes and US holidays.
  • Nonetheless, US roll will likely continue to dominate volumes today, with investors moving into the March contract

ROLL PACE (these are estimates)

  • TBond: 73.1%
  • Ultra: 77.0%
  • TY: 71.5%
  • FV: 73.0%
  • TU: 70.1%

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