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/ROLL UPDATE: Most EGB futures came into.......>

EGBS
EGBS: /ROLL UPDATE: Most EGB futures came into Wednesday 80+% rolled from M9 to
U9 ahead of Thursday's Last Trade/First Notice. Coming into today:
- Est. Completed % / % completed Tuesday
* DE - Schatz (2Y). . .89.4% / 19.0%
* DE - Bobl (5Y). . .84.6% / 21.0%
* DE - Bund (10Y). . .88.8% / 26.8%
* DE - Buxl (30Y). . .87.0% / 35.7%
* IT - BTP (10Y). . .84.0% / 22.9%
* FR - OAT (10Y). . .91.3% / 31.3%
- Following today's trading it looks like Bund, Buxl, BTP and OAT are almost
completely finished rolling. Around 3-5% yet to roll for Schatz and Bobl.

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