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/FUTURES ROLL UPDATE: Bobl rolls have.........>

BONDS
BONDS: /FUTURES ROLL UPDATE: Bobl rolls have jumped sharply in the late
afternoon, with over 100k (OEM0-OEU0) volume between 1650CET-1710CET. BTP and
OAT still leading the rolling today though, as we head toward EGB first notice
date on June 8.
- Roll completion estimate as % of open interest / Est. Perc. change today:
DE - Schatz (2Y). . .41.0% / 7.4%
DE - Bobl (5Y). . . .31.4% / 7.3%
DE - Bund (10Y). . . 25.6% / 1.5%
DE - Buxl (30Y). . . 13.9% / 4.8%
IT - BTP (10Y). . . .39.9% / 13.2%
FR - OAT (10Y). . . .43.9% / 10.2%

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