June 19, 2024 11:50 GMT
Roll pace update
EQUITIES
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Equity Roll update; the pace has somewhat slowed down out of the US given Juneteenth, but expect for the majority of the Rolls to be concluded Tomorrow, ahead of expiry Friday:
- ESA: 73%.
- NQA: 70%.
- DOW: 65%.
- VGA: 79%.
- Dax: 68%.
- FTSE: 80%.
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