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Roll pace update

BONDS
US Roll pace, these should start to really pick up from Tomorrow (first notice 31st Aug).
  • Ultra: 12%
  • TBond; 3%
  • Ultra 10: 3%
  • Tnote: 11%
  • FVA: 9%
  • TUA: 6%

Gilt Roll, first notice 30th August, expiry 28th Sep, will also likely start to pick up going into the end of the week.

Pace as of yesterday, 2.4%.

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