May 28, 2024 06:46 GMT
Roll pace for Treasuries and Gilt
BONDS
Bond futures rolls should continue to dominate in Treasuries and Gilt.
First notice for the US is the 31th, while Gilt is the 30th.
Pace:
- Ultra Bond: 51%.
- Tbond: 51%.
- Ultra 10: 48%.
- Tnotes: 52%.
- FVA: 53%.
- TUA: 50%
- Gilt: 58%.
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