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FX exchange traded roll

FOREX

Close to over half the FX exchange traded front month contract was spread related yesterday.

Expect for this to dominate ahead of expiry on the 13th
  • EUR: 28%
  • GBP: 26%
  • JPY; 31%
  • CHF: 24%
  • CAD: 22%
  • AUD: 30%
  • NZD: 18% (below pace)

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