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Roll pace update

GILTS

Just a quick side update for UK investors and rolling into the June expiry in Gilt.

The spread still only account for a third of the front front volumes, but after lagging Yesterday, has caught up with its normal pace, four session before first notice.

Similar to the US, but not the same date, G H4 will only expire on the 26th March, but will hardly be trading during that time.

  • ROLL PACE: 18%

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