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Eurex futures roll estimates: Roughly.........>

BONDS
BONDS: Eurex futures roll estimates: Roughly speaking, heavy volumes today
suggest Schatz, BTP and OAT roll completion should be over 50% by end of today,
compared with closer to 40% at end of last week.
- Full update on Monday's completion data will be published Tuesday at 1230GMT.
First Notice date on Thursday.
* MNI rough est. Of roll completion as % of open interest / Perc. pt change
today:
DE - Schatz (2Y). . .59.0% / 21.5%
DE - Bobl (5Y). . .39.5% / 6.8%
DE - Bund (10Y). . .41.7% / 5.6%
DE - Buxl (30Y). . .36.5% / 10.4%
IT - BTP (10Y). . .58.4% / 12.6%
FR - OAT (10Y). . .54.0% / 9.7%

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