Free Trial

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.

Keep reading...Show less
72 words

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.

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.

Keep reading...Show less