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Roll Pace Should Pick Up From Overnight Session

AUSSIE BONDS

A quick reminder that YM & XM futures will switch to smaller tick increments from the start of the overnight session, which will likely accelerate the pace of quarterly roll activity. Indications are that roll completion for both YM & XM is in the low single digits at present.

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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