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/EUROPE ROLL UPDATE: Eurex H9/M9 rolling is...>

BONDS
BONDS: /EUROPE ROLL UPDATE: Eurex H9/M9 rolling is nearly complete, with First
Notice/Last Trade date ahead on Thursday. 
- Most contracts are above 95% completion as of midday today by our estimates,
with the exception of Buxl and BTP (between 85-90%).
* Roll completion est. as % of open int. (end Mar 5)/ Perc. change Mar 5:
  DE - Schatz (2Y). . .88.7% / 24.5%
  DE - Bobl (5Y). . .  87.3% / 26.4%
  DE - Bund (10Y). .  .88.3% / 23.1%
  DE - Buxl (30Y). . . 78.1% / 35.2%
  IT - BTP (10Y). . .  81.6% / 17.2%
  FR - OAT (10Y). . .  84.5% / 29.8%

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