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March Gilt future continues to pare losses....>

GILTS
GILTS: March Gilt future continues to pare losses and is currently trading at
124.54 13 ticks lower on the day. Turn around occurred just before 1300GMT and
roughly at the same time there was a smallish 10Y-30Y swap flattener seen going
through:
* At 1255GMT there appeared to be a Stg36.7k DV01 10Y-30Y swap flattener at
18.15bps.

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