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Roll pace update

EQUITIES
  • As noted on the open, expect Equity rolls to dominate next week.
  • Some early rolls goes through in Estoxx futures this morning, with 71.5k traded outright.

Roll pace:

  • Estoxx: 14%
  • Dax: 3%
  • FTSE: 4%
  • S&P: 10%
  • NQA: 6%
  • DOW: 6%

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