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For the ones that were lucky enough and.....>

US TSYS
US TSYS: For the ones that were lucky enough and enjoyed the Monday Bank
holiday. 
-We noted yesterday, that despite volumes in Treasuries running at just 30% of
10 days averages, a third of the volume was actually in roll interest. 
-We have first notice on the 29th, as well as Month End, and looking at volumes
once again in early trading, 192k have been outright spreads. 
The TYM0/U0 was 8.5/8.75 during European hours yesterday, and is today at
8.75/9.

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