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US and EU roll pace picking up

EQUITIES

Equity roll pace, have really picked up today, with some investors taking advantage of the calmer markets ahead of a busy week.

A third of the front Month Volume is spread related in Estoxx today. And half for the Emini:

  • SPX; 12%.
  • NQA: 11%.
  • DOW: 13%.
  • Estoxx: 11%.
  • Dax: 6%.
  • FTSE: 9%.

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