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Some early interest in the Roll

US TSY FLOWS
  • It is still quite early for Rolling positions into the December Expiry, but Treasuries have seen some small early action.
  • Around the European open, TUU4/TUZ4 was sold at -16 in 1.4k, but seeing small buying interest now.
  • TYU4/TYZ4 is being bought for 17.75 in ~3.9k.

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