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USDCAD TECHS

Trading Well Above The 50-Day EMA

AUDUSD TECHS

Clears Support

US TSYS SUMMARY

Curves Crater, Reflation Trade Reversed

EURJPY TECHS

Bearish Breakout

Spread pace

GILTS

Regarding rolls.

  • Gilt first notice is on 27/11, with expiry all the way at the end of December (29/12)
  • Volume so far in Gilt roll sees 6k trading outright, but March has 12.1k volumes, so some on legs too..
  • ROLL PACE is 6%
MNI London Bureau | +44 203-865-3806 | fabrice.benhassine@marketnews.com