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Roll pace update

EQUITIES

Equity roll: Emini Dec has been front Month this week. Sep is still front in Europe.

Banks expect large notional Option set to expire on Friday for single stocks and indices.

So expect some volatility on Friday, on/after 14.30BST, on the US cash open.
  • ESA: 73%
  • NQA: 66%
  • DOW: 65%
  • VGA: 60%
  • DAX; 55%
  • FTSE: 74%

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