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Early Roll Flow

AUSSIE BONDS

A quick summary of early Sydney roll flow:

  • YM roll sees sellers continue to dominate, with ~47K given at 0.128 & ~12K given at 0.126 thus far. Market left 0.126/0.128.
  • XM roll fairly evenly split, with ~21K lifted at 0.047 and ~16K given at 0.046 thus far. Market left 0.046/0.047.
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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