August 28, 2024 06:40 GMT
US and UK roll pace update
BONDS
ROLL PACE: Desks will likely start to look at Dec in Treasuries, TYA and USA still see the Sep as the most active but barely. TUA and FVA sees Dec slightly edging in terms of Volumes.
- Ultra: 84%.
- TBond: 84%.
- Ultra 10: 83%.
- TYA: 78%.
- FVA: 84%.
- TUA: 84%.
Gilt saw Sep as the front Month still Yesterday, by ~170k lots difference between Sep and Dec, but will likely start changing today, ahead of First Notice Tomorrow.
- Gilt: 84%.
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