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/FUTURES ROLL UPDATE: Buxl really picked up...>

BONDS
BONDS: /FUTURES ROLL UPDATE: Buxl really picked up the pace today, with over
109k spread contracts traded; we're now about 2/3 towards roll completion ahead
of Jun 8 1st notice.
- Roll completion estimate as % of open interest / Est Perc. change today:
DE - Schatz (2Y). . .75.9% / 20.8%
DE - Bobl (5Y). . . .63.4% / 18.9%
DE - Bund (10Y). . . 68.4% / 24.4%
DE - Buxl (30Y). . . 71.8% / 33.8%
IT - BTP (10Y). . . .63.9% / 20.6%
FR - OAT (10Y). . . .69.4% / 18.0%

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