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/ROLL UPDATE: Schatz/Bobl/Bund/OAT rolls for...>

EGBS
EGBS: /ROLL UPDATE: Schatz/Bobl/Bund/OAT rolls for M9/U9 getting close to
finishing by our estimates, with Thurs First Notice/Last Trade date coming up.
- Buxl and BTP yet to reach the 80% completion mark.
- Roll completion estimate as % of open interest / Perc. change today:
DE - Schatz (2Y). . .89.4% / 19.0%
DE - Bobl (5Y). . .  82.9% / 19.3%
DE - Bund (10Y). . . 88.0% / 25.9%
DE - Buxl (30Y). . . 65.6% / 14.2%
IT - BTP (10Y). . .  73.6% / 12.6%
FR - OAT (10Y). . .  82.5% / 22.6%

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