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Regarding the leap in open interest for the...>

GILTS
GILTS: Regarding the leap in open interest for the Gilt. We posted this trade on
Wednesday (for which the OI data are rising):
- "GILTS: Seeing Sep/Dec Gilt roll given at 1.01 in a total of nearly 50k in
last 30 minutes or so, market finally goes 1.00/1.01." 
- It appears that this roll trade was an 'active' and open trade rather than a
switch from Sep to Dec that will not need reversing.

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