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Rolling positions should pick up this week

US TSY FUTURES
  • US Treasury rolls should start to pick going into the end of the week. First notice is the 31st May, and expiry will be on the 21th June.
PACE:
  • Ultra: 12%
  • TBond: 12.2%
  • Ultra 10s: 5%
  • TYA: 11%
  • FVA: 11%
  • TUA: 7%

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