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Rolls dominates US and UK

BONDS
Volumes in UK and US treasuries continues to be led by rolls.
  • A third of the front Month volumes in TYZ0 has been related to spread.
  • The standout is the 5yr, with FVZ0 trading over 1 million contracts, while March stands at 800k lots
  • Gilts sees front at 334k lots traded versus 210k in March

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