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UPDATE: Long End Extended Highs on Possible Roll Error

US TSY FUTURES
Long end scaling back from recent gap-bid -- trading desks pointing to huge Jun/Sep roll volumes in 30s -- error appears to be >80,000 USU/USM rolls bought from 1-20 to 1-26. Still being investigated.
  • Near 700,000 total volume at the moment, appr 459,000 at 1-18 to 1-18.25. 1-19.25 last.

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