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One-Quarter Through The Roll

GILTS

Sep/Dec roll continues ahead of Thursday's front-month expiry, with 17% of the roll finished through Friday, and roughly another 11% today so far (98k G-U0G-ZO roll outright traded) for a total of 28-29% so far. 460k OI in Sep20, 94k in Dec20 as of Friday's close.

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