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Roll pace

US TSY FUTURES
  • Small pick up in Rolls this morning, with close to 40k traded in TY.
  • We should start seeing more rolling position into Sep, towards the end of next week.

ROLL PACE:

  • Ultra: 8.2%
  • Ultra 10: 9.0%
  • USA: 5.2%
  • TYA: 7.4%
  • FVA: 9.0%
  • TUA: 4.0%

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