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Rolling into December update

BONDS
  • As expected for the US Treasuries, mostly spread interest, rolling into Dec.
  • TYU2 volume, sees 50k lots outright spread related.
  • December contract has traded 70.5k lots.
  • Gilt volume will also likely be dominated by rolling into Dec, with first notice on the 30th, without forgetting that Monday is a Bank Holiday in the UK.
  • Gilt Block; G U2 2.33k at 111.14

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