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EU Roll pace update

BONDS

Good jump in the spread today, as expected ahead of UK Holiday.

Bund front month volume is above 1mln, and over half is spread related.
  • Buxl: 29%
  • Bund; 42% (above pace)
  • Bobl: 30%
  • Schatz: 38%
  • BTP: 46% (above pace)
  • BTPS: 32% (above pace)
  • OAT: 46% (above pace)

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