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EGB futures roll update (based on data for....>

BONDS
BONDS: EGB futures roll update (based on data for Monday Nov 26)
* Roll completion estimate as % of open interest / Perc. change:
DE - Schatz (2Y). . .6.4% / 1.3%
DE - Bobl (5Y). . .7.9% / 1.5%
DE - Bund (10Y). . .14.5% / 2.1%
DE - Buxl (30Y). . .11.6% / 3.2%
IT - BTP (10Y). . .17.8% / 2.3%
FR - OAT (10Y). . .16.9% / 2.7%

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