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Roll pace updates

BONDS
Roll pace updates, also recall that the UK are off on Monday, so desk might want to take advantage of the liquidity. First notice for Treasuries is on the 31st.
  • Ultra: 49%
  • Tbond: 38%
  • Ultra 10: 43%
  • Tnotes: 43%
  • FVA: 41%
  • TUA: 35%

Similar for Gilts, volumes should be dominated by rolling position into Dec, first notice is the 30th.

  • Gilt: 37%

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