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ROLL PACE

EGB FLOWS

ROLL PACE; Still fairly subdued for EGB rolls, but expected to start picking up going into the end of the week.

Some investors might take the opportunity with the lack of risk events ahead of Month end. (expiry 08/03)

  • Buxl: 20%
  • Bund: 11%
  • Bobl: 4%
  • Schatz: 4%
  • BTP: 6%
  • BTPS: 1%
  • OAT: 5%

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