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Futures roll update...Sep to Dec rolling.......>

EGBS
EGBS: Futures roll update...Sep to Dec rolling picks up ahead of first notice
date of 6 Sep. Roll completion estimate as % of open interest / Perc. change
today:
*DE - Schatz (2Y)...32.7% / 5.9%
*DE - Bobl (5Y)...27.8% / 8.5%
*DE - Bund (10Y)...27.0% / 4.2%
*DE - Buxl (30Y)...22.0% / 7.0%
*IT - BTP (10Y)...42.8% / 15.1%
*FR - OAT (10Y)...42.2% / 3.7%

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